NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	103.68	103.75	0.07	0.1%	102.98
High	104.37	103.78	-0.59	-0.6%	104.37
Low	103.15	101.52	-1.63	-1.6%	100.69
Close	104.16	102.07	-2.09	-2.0%	102.07
Range	1.22	2.26	1.04	85.2%	3.68
ATR	2.24	2.27	0.03	1.3%	0.00
Volume	11,421	7,482	-3,939	-34.5%	33,413

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.24	107.91	103.31
R3	106.98	105.65	102.69
R2	104.72	104.72	102.48
R1	103.39	103.39	102.28	102.93
PP	102.46	102.46	102.46	102.22
S1	101.13	101.13	101.86	100.67
S2	100.20	100.20	101.66
S3	97.94	98.87	101.45
S4	95.68	96.61	100.83

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.42	111.42	104.09
R3	109.74	107.74	103.08
R2	106.06	106.06	102.74
R1	104.06	104.06	102.41	103.22
PP	102.38	102.38	102.38	101.96
S1	100.38	100.38	101.73	99.54
S2	98.70	98.70	101.40
S3	95.02	96.70	101.06
S4	91.34	93.02	100.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.37	100.69	3.68	3.6%	2.05	2.0%	38%	False	False	6,682
10	105.34	100.69	4.65	4.6%	2.11	2.1%	30%	False	False	5,235

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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.39
2.618	109.70
1.618	107.44
1.000	106.04
0.618	105.18
HIGH	103.78
0.618	102.92
0.500	102.65
0.382	102.38
LOW	101.52
0.618	100.12
1.000	99.26
1.618	97.86
2.618	95.60
4.250	91.92

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	102.65	102.64
PP	102.46	102.45
S1	102.26	102.26

Download as Excel Spreadsheet

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

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