NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	89.88	88.60	-1.28	-1.4%	86.46
High	90.25	90.15	-0.10	-0.1%	90.48
Low	88.21	88.01	-0.20	-0.2%	83.20
Close	88.91	89.40	0.49	0.6%	87.24
Range	2.04	2.14	0.10	4.9%	7.28
ATR	3.18	3.10	-0.07	-2.3%	0.00
Volume	295,020	267,984	-27,036	-9.2%	1,224,418

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.61	94.64	90.58
R3	93.47	92.50	89.99
R2	91.33	91.33	89.79
R1	90.36	90.36	89.60	90.85
PP	89.19	89.19	89.19	89.43
S1	88.22	88.22	89.20	88.71
S2	87.05	87.05	89.01
S3	84.91	86.08	88.81
S4	82.77	83.94	88.22

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.81	105.31	91.24
R3	101.53	98.03	89.24
R2	94.25	94.25	88.57
R1	90.75	90.75	87.91	92.50
PP	86.97	86.97	86.97	87.85
S1	83.47	83.47	86.57	85.22
S2	79.69	79.69	85.91
S3	72.41	76.19	85.24
S4	65.13	68.91	83.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.52	85.00	5.52	6.2%	2.94	3.3%	80%	False	False	306,086
10	90.52	83.20	7.32	8.2%	2.95	3.3%	85%	False	False	299,073
20	90.52	79.38	11.14	12.5%	3.12	3.5%	90%	False	False	295,313
40	101.00	76.15	24.85	27.8%	3.30	3.7%	53%	False	False	197,557
60	101.00	76.15	24.85	27.8%	3.11	3.5%	53%	False	False	146,003
80	104.65	76.15	28.50	31.9%	3.01	3.4%	46%	False	False	115,650
100	115.58	76.15	39.43	44.1%	3.15	3.5%	34%	False	False	95,076
120	115.58	76.15	39.43	44.1%	2.96	3.3%	34%	False	False	80,766

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.25
2.618	95.75
1.618	93.61
1.000	92.29
0.618	91.47
HIGH	90.15
0.618	89.33
0.500	89.08
0.382	88.83
LOW	88.01
0.618	86.69
1.000	85.87
1.618	84.55
2.618	82.41
4.250	78.92

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	89.29	89.32
PP	89.19	89.24
S1	89.08	89.17

Download as Excel Spreadsheet

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

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