NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	85.45	85.02	-0.43	-0.5%	78.72
High	86.76	85.61	-1.15	-1.3%	84.16
Low	84.71	83.40	-1.31	-1.5%	75.15
Close	85.78	84.45	-1.33	-1.6%	83.17
Range	2.05	2.21	0.16	7.8%	9.01
ATR	3.40	3.33	-0.07	-2.1%	0.00
Volume	129,356	162,967	33,611	26.0%	725,088

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	91.12	89.99	85.67
R3	88.91	87.78	85.06
R2	86.70	86.70	84.86
R1	85.57	85.57	84.65	85.03
PP	84.49	84.49	84.49	84.22
S1	83.36	83.36	84.25	82.82
S2	82.28	82.28	84.04
S3	80.07	81.15	83.84
S4	77.86	78.94	83.23

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.86	104.52	88.13
R3	98.85	95.51	85.65
R2	89.84	89.84	84.82
R1	86.50	86.50	84.00	88.17
PP	80.83	80.83	80.83	81.66
S1	77.49	77.49	82.34	79.16
S2	71.82	71.82	81.52
S3	62.81	68.48	80.69
S4	53.80	59.47	78.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.81	81.52	5.29	6.3%	2.55	3.0%	55%	False	False	138,777
10	86.81	75.15	11.66	13.8%	3.10	3.7%	80%	False	False	140,168
20	90.14	75.15	14.99	17.8%	3.41	4.0%	62%	False	False	115,143
40	90.96	75.15	15.81	18.7%	3.23	3.8%	59%	False	False	100,488
60	101.83	75.15	26.68	31.6%	3.29	3.9%	35%	False	False	90,002
80	101.83	75.15	26.68	31.6%	3.13	3.7%	35%	False	False	81,570
100	105.14	75.15	29.99	35.5%	3.04	3.6%	31%	False	False	76,313
120	115.50	75.15	40.35	47.8%	3.19	3.8%	23%	False	False	71,695

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	0.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.00
2.618	91.40
1.618	89.19
1.000	87.82
0.618	86.98
HIGH	85.61
0.618	84.77
0.500	84.51
0.382	84.24
LOW	83.40
0.618	82.03
1.000	81.19
1.618	79.82
2.618	77.61
4.250	74.01

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	84.51	85.11
PP	84.49	84.89
S1	84.47	84.67

Download as Excel Spreadsheet

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

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