NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	90.49	89.39	-1.10	-1.2%	87.03
High	90.64	89.90	-0.74	-0.8%	90.96
Low	88.82	86.14	-2.68	-3.0%	83.88
Close	89.49	87.68	-1.81	-2.0%	87.68
Range	1.82	3.76	1.94	106.6%	7.08
ATR	3.15	3.19	0.04	1.4%	0.00
Volume	109,447	75,693	-33,754	-30.8%	335,623

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.19	97.19	89.75
R3	95.43	93.43	88.71
R2	91.67	91.67	88.37
R1	89.67	89.67	88.02	88.79
PP	87.91	87.91	87.91	87.47
S1	85.91	85.91	87.34	85.03
S2	84.15	84.15	86.99
S3	80.39	82.15	86.65
S4	76.63	78.39	85.61

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.75	105.29	91.57
R3	101.67	98.21	89.63
R2	94.59	94.59	88.98
R1	91.13	91.13	88.33	92.86
PP	87.51	87.51	87.51	88.37
S1	84.05	84.05	87.03	85.78
S2	80.43	80.43	86.38
S3	73.35	76.97	85.73
S4	66.27	69.89	83.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.96	83.88	7.08	8.1%	3.32	3.8%	54%	False	False	82,133
10	90.96	83.72	7.24	8.3%	2.78	3.2%	55%	False	False	87,934
20	90.96	80.15	10.81	12.3%	3.09	3.5%	70%	False	False	81,485
40	101.83	77.12	24.71	28.2%	3.22	3.7%	43%	False	False	72,529
60	101.83	77.12	24.71	28.2%	3.02	3.4%	43%	False	False	67,690
80	105.14	77.12	28.02	32.0%	2.97	3.4%	38%	False	False	64,074
100	115.50	77.12	38.38	43.8%	3.14	3.6%	28%	False	False	60,660
120	115.50	77.12	38.38	43.8%	2.97	3.4%	28%	False	False	57,425

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	0.46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.88
2.618	99.74
1.618	95.98
1.000	93.66
0.618	92.22
HIGH	89.90
0.618	88.46
0.500	88.02
0.382	87.58
LOW	86.14
0.618	83.82
1.000	82.38
1.618	80.06
2.618	76.30
4.250	70.16

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	88.02	88.55
PP	87.91	88.26
S1	87.79	87.97

Download as Excel Spreadsheet

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

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