NYMEX Light Sweet Crude Oil Future December 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	90.09	88.91	-1.18	-1.3%	87.03
High	90.41	90.45	0.04	0.0%	90.96
Low	88.40	88.34	-0.06	-0.1%	83.88
Close	89.16	89.81	0.65	0.7%	87.68
Range	2.01	2.11	0.10	5.0%	7.08
ATR	3.11	3.04	-0.07	-2.3%	0.00
Volume	89,046	81,185	-7,861	-8.8%	335,623

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.86	94.95	90.97
R3	93.75	92.84	90.39
R2	91.64	91.64	90.20
R1	90.73	90.73	90.00	91.19
PP	89.53	89.53	89.53	89.76
S1	88.62	88.62	89.62	89.08
S2	87.42	87.42	89.42
S3	85.31	86.51	89.23
S4	83.20	84.40	88.65

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	90.72	85.42	5.30	5.9%	2.87	3.2%	83%	False	False	91,506
10	90.96	83.88	7.08	7.9%	2.89	3.2%	84%	False	False	86,701
20	90.96	80.15	10.81	12.0%	3.05	3.4%	89%	False	False	85,832
40	101.83	77.12	24.71	27.5%	3.22	3.6%	51%	False	False	77,431
60	101.83	77.12	24.71	27.5%	3.04	3.4%	51%	False	False	70,379
80	105.14	77.12	28.02	31.2%	2.94	3.3%	45%	False	False	66,606
100	115.50	77.12	38.38	42.7%	3.15	3.5%	33%	False	False	63,006
120	115.50	77.12	38.38	42.7%	3.01	3.3%	33%	False	False	59,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.42
2.618	95.97
1.618	93.86
1.000	92.56
0.618	91.75
HIGH	90.45
0.618	89.64
0.500	89.40
0.382	89.15
LOW	88.34
0.618	87.04
1.000	86.23
1.618	84.93
2.618	82.82
4.250	79.37

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	89.67	89.68
PP	89.53	89.55
S1	89.40	89.42

Download as Excel Spreadsheet

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

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