NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	91.05	91.79	0.74	0.8%	87.96
High	93.42	93.21	-0.21	-0.2%	90.00
Low	90.63	89.88	-0.75	-0.8%	84.69
Close	92.41	90.08	-2.33	-2.5%	87.69
Range	2.79	3.33	0.54	19.4%	5.31
ATR	3.03	3.05	0.02	0.7%	0.00
Volume	73,875	61,909	-11,966	-16.2%	106,864

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.05	98.89	91.91
R3	97.72	95.56	91.00
R2	94.39	94.39	90.69
R1	92.23	92.23	90.39	91.65
PP	91.06	91.06	91.06	90.76
S1	88.90	88.90	89.77	88.32
S2	87.73	87.73	89.47
S3	84.40	85.57	89.16
S4	81.07	82.24	88.25

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.39	100.85	90.61
R3	98.08	95.54	89.15
R2	92.77	92.77	88.66
R1	90.23	90.23	88.18	88.85
PP	87.46	87.46	87.46	86.77
S1	84.92	84.92	87.20	83.54
S2	82.15	82.15	86.72
S3	76.84	79.61	86.23
S4	71.53	74.30	84.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.42	84.69	8.73	9.7%	3.13	3.5%	62%	False	False	40,233
10	93.42	84.05	9.37	10.4%	2.97	3.3%	64%	False	False	31,425
20	93.42	75.90	17.52	19.4%	2.97	3.3%	81%	False	False	25,080
40	93.42	75.90	17.52	19.4%	2.88	3.2%	81%	False	False	20,234
60	96.20	75.90	20.30	22.5%	3.01	3.3%	70%	False	False	16,410
80	102.81	75.90	26.91	29.9%	2.74	3.0%	53%	False	False	13,829

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	0.63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.36
2.618	101.93
1.618	98.60
1.000	96.54
0.618	95.27
HIGH	93.21
0.618	91.94
0.500	91.55
0.382	91.15
LOW	89.88
0.618	87.82
1.000	86.55
1.618	84.49
2.618	81.16
4.250	75.73

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	91.55	90.41
PP	91.06	90.30
S1	90.57	90.19

Download as Excel Spreadsheet

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

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