NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	94.17	96.30	2.13	2.3%	94.37
High	95.68	98.49	2.81	2.9%	97.82
Low	94.16	96.04	1.88	2.0%	93.29
Close	95.86	97.57	1.71	1.8%	94.19
Range	1.52	2.45	0.93	61.2%	4.53
ATR	2.18	2.21	0.03	1.5%	0.00
Volume	3,719	6,193	2,474	66.5%	20,022

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.72	103.59	98.92
R3	102.27	101.14	98.24
R2	99.82	99.82	98.02
R1	98.69	98.69	97.79	99.26
PP	97.37	97.37	97.37	97.65
S1	96.24	96.24	97.35	96.81
S2	94.92	94.92	97.12
S3	92.47	93.79	96.90
S4	90.02	91.34	96.22

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.69	105.97	96.68
R3	104.16	101.44	95.44
R2	99.63	99.63	95.02
R1	96.91	96.91	94.61	96.01
PP	95.10	95.10	95.10	94.65
S1	92.38	92.38	93.77	91.48
S2	90.57	90.57	93.36
S3	86.04	87.85	92.94
S4	81.51	83.32	91.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.49	93.29	5.20	5.3%	1.75	1.8%	82%	True	False	5,371
10	98.49	93.29	5.20	5.3%	1.75	1.8%	82%	True	False	4,515
20	104.37	93.29	11.08	11.4%	2.06	2.1%	39%	False	False	5,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	108.90
2.618	104.90
1.618	102.45
1.000	100.94
0.618	100.00
HIGH	98.49
0.618	97.55
0.500	97.27
0.382	96.98
LOW	96.04
0.618	94.53
1.000	93.59
1.618	92.08
2.618	89.63
4.250	85.63

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	97.47	97.03
PP	97.37	96.50
S1	97.27	95.96

Download as Excel Spreadsheet

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

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