NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	99.98	102.50	2.52	2.5%	98.39
High	102.75	105.00	2.25	2.2%	99.73
Low	99.32	99.52	0.20	0.2%	95.75
Close	101.98	100.99	-0.99	-1.0%	97.58
Range	3.43	5.48	2.05	59.8%	3.98
ATR	2.18	2.42	0.24	10.8%	0.00
Volume	105,899	140,085	34,186	32.3%	247,981

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	118.28	115.11	104.00
R3	112.80	109.63	102.50
R2	107.32	107.32	101.99
R1	104.15	104.15	101.49	103.00
PP	101.84	101.84	101.84	101.26
S1	98.67	98.67	100.49	97.52
S2	96.36	96.36	99.99
S3	90.88	93.19	99.48
S4	85.40	87.71	97.98

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	105.00	95.75	9.25	9.2%	3.65	3.6%	57%	True	False	82,680
10	105.00	95.75	9.25	9.2%	2.66	2.6%	57%	True	False	66,294
20	105.00	94.71	10.29	10.2%	2.23	2.2%	61%	True	False	60,821

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	0.56
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128.29
2.618	119.35
1.618	113.87
1.000	110.48
0.618	108.39
HIGH	105.00
0.618	102.91
0.500	102.26
0.382	101.61
LOW	99.52
0.618	96.13
1.000	94.04
1.618	90.65
2.618	85.17
4.250	76.23

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	102.26	101.35
PP	101.84	101.23
S1	101.41	101.11

Download as Excel Spreadsheet

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

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