NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	89.39	87.00	-2.39	-2.7%	87.03
High	89.90	89.30	-0.60	-0.7%	90.96
Low	86.14	85.42	-0.72	-0.8%	83.88
Close	87.68	88.46	0.78	0.9%	87.68
Range	3.76	3.88	0.12	3.2%	7.08
ATR	3.19	3.24	0.05	1.5%	0.00
Volume	75,693	102,548	26,855	35.5%	335,623

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.37	97.79	90.59
R3	95.49	93.91	89.53
R2	91.61	91.61	89.17
R1	90.03	90.03	88.82	90.82
PP	87.73	87.73	87.73	88.12
S1	86.15	86.15	88.10	86.94
S2	83.85	83.85	87.75
S3	79.97	82.27	87.39
S4	76.09	78.39	86.33

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	8.0%	3.39	3.8%	65%	False	False	87,634
10	90.96	83.88	7.08	8.0%	2.91	3.3%	65%	False	False	89,679
20	90.96	80.15	10.81	12.2%	3.11	3.5%	77%	False	False	81,577
40	101.83	77.12	24.71	27.9%	3.26	3.7%	46%	False	False	73,504
60	101.83	77.12	24.71	27.9%	3.06	3.5%	46%	False	False	68,187
80	105.14	77.12	28.02	31.7%	2.98	3.4%	40%	False	False	64,739
100	115.50	77.12	38.38	43.4%	3.15	3.6%	30%	False	False	61,352
120	115.50	77.12	38.38	43.4%	2.99	3.4%	30%	False	False	58,060

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	0.57
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.79
2.618	99.46
1.618	95.58
1.000	93.18
0.618	91.70
HIGH	89.30
0.618	87.82
0.500	87.36
0.382	86.90
LOW	85.42
0.618	83.02
1.000	81.54
1.618	79.14
2.618	75.26
4.250	68.93

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	88.09	88.32
PP	87.73	88.17
S1	87.36	88.03

Download as Excel Spreadsheet

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

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