NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	98.90	98.50	-0.40	-0.4%	97.67
High	99.42	98.82	-0.60	-0.6%	100.87
Low	97.85	96.77	-1.08	-1.1%	96.91
Close	98.18	98.55	0.37	0.4%	98.57
Range	1.57	2.05	0.48	30.6%	3.96
ATR
Volume	36,623	29,837	-6,786	-18.5%	322,149

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.20	103.42	99.68
R3	102.15	101.37	99.11
R2	100.10	100.10	98.93
R1	99.32	99.32	98.74	99.71
PP	98.05	98.05	98.05	98.24
S1	97.27	97.27	98.36	97.66
S2	96.00	96.00	98.17
S3	93.95	95.22	97.99
S4	91.90	93.17	97.42

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.66	108.58	100.75
R3	106.70	104.62	99.66
R2	102.74	102.74	99.30
R1	100.66	100.66	98.93	101.70
PP	98.78	98.78	98.78	99.31
S1	96.70	96.70	98.21	97.74
S2	94.82	94.82	97.84
S3	90.86	92.74	97.48
S4	86.90	88.78	96.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.87	96.77	4.10	4.2%	1.71	1.7%	43%	False	True	46,959
10	100.87	93.64	7.23	7.3%	1.90	1.9%	68%	False	False	53,595

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.53
2.618	104.19
1.618	102.14
1.000	100.87
0.618	100.09
HIGH	98.82
0.618	98.04
0.500	97.80
0.382	97.55
LOW	96.77
0.618	95.50
1.000	94.72
1.618	93.45
2.618	91.40
4.250	88.06

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	98.30	98.55
PP	98.05	98.55
S1	97.80	98.55

Download as Excel Spreadsheet

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

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