NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	98.39	98.49	0.10	0.1%	98.90
High	99.73	98.77	-0.96	-1.0%	99.42
Low	97.76	96.13	-1.63	-1.7%	96.77
Close	98.24	96.60	-1.64	-1.7%	97.70
Range	1.97	2.64	0.67	34.0%	2.65
ATR	1.78	1.84	0.06	3.5%	0.00
Volume	38,508	50,818	12,310	32.0%	232,075

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.09	103.48	98.05
R3	102.45	100.84	97.33
R2	99.81	99.81	97.08
R1	98.20	98.20	96.84	97.69
PP	97.17	97.17	97.17	96.91
S1	95.56	95.56	96.36	95.05
S2	94.53	94.53	96.12
S3	91.89	92.92	95.87
S4	89.25	90.28	95.15

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.91	104.46	99.16
R3	103.26	101.81	98.43
R2	100.61	100.61	98.19
R1	99.16	99.16	97.94	98.56
PP	97.96	97.96	97.96	97.67
S1	96.51	96.51	97.46	95.91
S2	95.31	95.31	97.21
S3	92.66	93.86	96.97
S4	90.01	91.21	96.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.73	96.13	3.60	3.7%	1.67	1.7%	13%	False	True	50,988
10	100.87	96.13	4.74	4.9%	1.69	1.7%	10%	False	True	48,973

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	0.41
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	109.99
2.618	105.68
1.618	103.04
1.000	101.41
0.618	100.40
HIGH	98.77
0.618	97.76
0.500	97.45
0.382	97.14
LOW	96.13
0.618	94.50
1.000	93.49
1.618	91.86
2.618	89.22
4.250	84.91

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	97.45	97.93
PP	97.17	97.49
S1	96.88	97.04

Download as Excel Spreadsheet

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

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