NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	102.49	105.31	2.82	2.8%	99.45
High	105.34	105.31	-0.03	0.0%	103.47
Low	102.49	102.25	-0.24	-0.2%	97.95
Close	104.82	102.61	-2.21	-2.1%	102.86
Range	2.85	3.06	0.21	7.4%	5.52
ATR
Volume	2,892	2,688	-204	-7.1%	16,087

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.57	110.65	104.29
R3	109.51	107.59	103.45
R2	106.45	106.45	103.17
R1	104.53	104.53	102.89	103.96
PP	103.39	103.39	103.39	103.11
S1	101.47	101.47	102.33	100.90
S2	100.33	100.33	102.05
S3	97.27	98.41	101.77
S4	94.21	95.35	100.93

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	117.99	115.94	105.90
R3	112.47	110.42	104.38
R2	106.95	106.95	103.87
R1	104.90	104.90	103.37	105.93
PP	101.43	101.43	101.43	101.94
S1	99.38	99.38	102.35	100.41
S2	95.91	95.91	101.85
S3	90.39	93.86	101.34
S4	84.87	88.34	99.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.34	100.17	5.17	5.0%	2.22	2.2%	47%	False	False	3,114
10	105.34	97.95	7.39	7.2%	2.14	2.1%	63%	False	False	2,840

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	0.14
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	118.32
2.618	113.32
1.618	110.26
1.000	108.37
0.618	107.20
HIGH	105.31
0.618	104.14
0.500	103.78
0.382	103.42
LOW	102.25
0.618	100.36
1.000	99.19
1.618	97.30
2.618	94.24
4.250	89.25

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	103.78	103.80
PP	103.39	103.40
S1	103.00	103.01

Download as Excel Spreadsheet

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

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