NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	96.20	98.00	1.80	1.9%	97.73
High	97.43	102.78	5.35	5.5%	99.29
Low	95.86	98.00	2.14	2.2%	95.74
Close	97.20	99.52	2.32	2.4%	97.20
Range	1.57	4.78	3.21	204.5%	3.55
ATR	1.35	1.65	0.30	22.4%	0.00
Volume	11,177	9,543	-1,634	-14.6%	34,523

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.44	111.76	102.15
R3	109.66	106.98	100.83
R2	104.88	104.88	100.40
R1	102.20	102.20	99.96	103.54
PP	100.10	100.10	100.10	100.77
S1	97.42	97.42	99.08	98.76
S2	95.32	95.32	98.64
S3	90.54	92.64	98.21
S4	85.76	87.86	96.89

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.06	106.18	99.15
R3	104.51	102.63	98.18
R2	100.96	100.96	97.85
R1	99.08	99.08	97.53	98.25
PP	97.41	97.41	97.41	96.99
S1	95.53	95.53	96.87	94.70
S2	93.86	93.86	96.55
S3	90.31	91.98	96.22
S4	86.76	88.43	95.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.78	95.74	7.04	7.1%	2.03	2.0%	54%	True	False	7,678
10	102.78	95.74	7.04	7.1%	1.67	1.7%	54%	True	False	6,859

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	123.10
2.618	115.29
1.618	110.51
1.000	107.56
0.618	105.73
HIGH	102.78
0.618	100.95
0.500	100.39
0.382	99.83
LOW	98.00
0.618	95.05
1.000	93.22
1.618	90.27
2.618	85.49
4.250	77.69

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	100.39	99.43
PP	100.10	99.35
S1	99.81	99.26

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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