NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 22-Jun-2011

Day Change Summary
	Previous	Current
	21-Jun-2011	22-Jun-2011	Change	Change %	Previous Week
Open	96.46	95.95	-0.51	-0.5%	101.61
High	96.46	97.82	1.36	1.4%	101.98
Low	95.12	95.83	0.71	0.7%	94.68
Close	96.26	97.82	1.56	1.6%	95.63
Range	1.34	1.99	0.65	48.5%	7.30
ATR	2.26	2.25	-0.02	-0.9%	0.00
Volume	2,019	3,264	1,245	61.7%	30,823

Daily Pivots for day following 22-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.13	102.46	98.91
R3	101.14	100.47	98.37
R2	99.15	99.15	98.18
R1	98.48	98.48	98.00	98.82
PP	97.16	97.16	97.16	97.32
S1	96.49	96.49	97.64	96.83
S2	95.17	95.17	97.46
S3	93.18	94.50	97.27
S4	91.19	92.51	96.73

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	119.33	114.78	99.65
R3	112.03	107.48	97.64
R2	104.73	104.73	96.97
R1	100.18	100.18	96.30	98.81
PP	97.43	97.43	97.43	96.74
S1	92.88	92.88	94.96	91.51
S2	90.13	90.13	94.29
S3	82.83	85.58	93.62
S4	75.53	78.28	91.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.95	94.37	3.58	3.7%	1.75	1.8%	96%	False	False	3,659
10	104.37	94.37	10.00	10.2%	2.17	2.2%	35%	False	False	5,983
20	105.34	94.37	10.97	11.2%	2.18	2.2%	31%	False	False	4,963

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	0.18
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.28
2.618	103.03
1.618	101.04
1.000	99.81
0.618	99.05
HIGH	97.82
0.618	97.06
0.500	96.83
0.382	96.59
LOW	95.83
0.618	94.60
1.000	93.84
1.618	92.61
2.618	90.62
4.250	87.37

Fisher Pivots for day following 22-Jun-2011
Pivot	1 day	3 day
R1	97.49	97.25
PP	97.16	96.67
S1	96.83	96.10

Download as Excel Spreadsheet

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

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