NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	81.48	83.76	2.28	2.8%	87.80
High	84.77	84.62	-0.15	-0.2%	87.99
Low	80.92	80.49	-0.43	-0.5%	77.55
Close	84.45	81.21	-3.24	-3.8%	79.85
Range	3.85	4.13	0.28	7.3%	10.44
ATR	3.48	3.52	0.05	1.3%	0.00
Volume	299,725	269,226	-30,499	-10.2%	1,656,978

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.50	91.98	83.48
R3	90.37	87.85	82.35
R2	86.24	86.24	81.97
R1	83.72	83.72	81.59	82.92
PP	82.11	82.11	82.11	81.70
S1	79.59	79.59	80.83	78.79
S2	77.98	77.98	80.45
S3	73.85	75.46	80.07
S4	69.72	71.33	78.94

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.12	106.92	85.59
R3	102.68	96.48	82.72
R2	92.24	92.24	81.76
R1	86.04	86.04	80.81	83.92
PP	81.80	81.80	81.80	80.74
S1	75.60	75.60	78.89	73.48
S2	71.36	71.36	77.94
S3	60.92	65.16	76.98
S4	50.48	54.72	74.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.00	77.11	7.89	9.7%	4.41	5.4%	52%	False	False	345,105
10	90.29	77.11	13.18	16.2%	3.53	4.3%	31%	False	False	285,008
20	90.69	77.11	13.58	16.7%	3.21	4.0%	30%	False	False	190,664
40	94.55	76.61	17.94	22.1%	3.52	4.3%	26%	False	False	125,902
60	101.39	76.61	24.78	30.5%	3.21	4.0%	19%	False	False	94,143
80	104.00	76.61	27.39	33.7%	3.06	3.8%	17%	False	False	76,130
100	105.74	76.61	29.13	35.9%	3.05	3.8%	16%	False	False	63,033
120	115.57	76.61	38.96	48.0%	3.02	3.7%	12%	False	False	53,799

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	0.82
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.17
2.618	95.43
1.618	91.30
1.000	88.75
0.618	87.17
HIGH	84.62
0.618	83.04
0.500	82.56
0.382	82.07
LOW	80.49
0.618	77.94
1.000	76.36
1.618	73.81
2.618	69.68
4.250	62.94

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	82.56	81.12
PP	82.11	81.03
S1	81.66	80.94

Download as Excel Spreadsheet

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

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