NYMEX Light Sweet Crude Oil Future December 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	96.49	97.70	1.21	1.3%	98.39
High	98.02	103.31	5.29	5.4%	99.73
Low	95.97	97.70	1.73	1.8%	95.75
Close	97.58	99.74	2.16	2.2%	97.58
Range	2.05	5.61	3.56	173.7%	3.98
ATR	1.80	2.08	0.28	15.6%	0.00
Volume	57,057	55,422	-1,635	-2.9%	247,981

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	117.08	114.02	102.83
R3	111.47	108.41	101.28
R2	105.86	105.86	100.77
R1	102.80	102.80	100.25	104.33
PP	100.25	100.25	100.25	101.02
S1	97.19	97.19	99.23	98.72
S2	94.64	94.64	98.71
S3	89.03	91.58	98.20
S4	83.42	85.97	96.65

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.63	107.58	99.77
R3	105.65	103.60	98.67
R2	101.67	101.67	98.31
R1	99.62	99.62	97.94	98.66
PP	97.69	97.69	97.69	97.20
S1	95.64	95.64	97.22	94.68
S2	93.71	93.71	96.85
S3	89.73	91.66	96.49
S4	85.75	87.68	95.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.31	95.75	7.56	7.6%	2.64	2.6%	53%	True	False	52,979
10	103.31	95.75	7.56	7.6%	2.10	2.1%	53%	True	False	49,885

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	0.33
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	127.15
2.618	118.00
1.618	112.39
1.000	108.92
0.618	106.78
HIGH	103.31
0.618	101.17
0.500	100.51
0.382	99.84
LOW	97.70
0.618	94.23
1.000	92.09
1.618	88.62
2.618	83.01
4.250	73.86

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	100.51	99.67
PP	100.25	99.60
S1	100.00	99.53

Download as Excel Spreadsheet

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

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