NYMEX Light Sweet Crude Oil Future January 2012

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	85.55	85.15	-0.40	-0.5%	79.06
High	86.84	85.75	-1.09	-1.3%	84.21
Low	84.89	83.60	-1.29	-1.5%	75.35
Close	85.95	84.63	-1.32	-1.5%	83.25
Range	1.95	2.15	0.20	10.3%	8.86
ATR	3.25	3.19	-0.06	-2.0%	0.00
Volume	74,792	65,693	-9,099	-12.2%	267,797

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	91.11	90.02	85.81
R3	88.96	87.87	85.22
R2	86.81	86.81	85.02
R1	85.72	85.72	84.83	85.19
PP	84.66	84.66	84.66	84.40
S1	83.57	83.57	84.43	83.04
S2	82.51	82.51	84.24
S3	80.36	81.42	84.04
S4	78.21	79.27	83.45

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.52	104.24	88.12
R3	98.66	95.38	85.69
R2	89.80	89.80	84.87
R1	86.52	86.52	84.06	88.16
PP	80.94	80.94	80.94	81.76
S1	77.66	77.66	82.44	79.30
S2	72.08	72.08	81.63
S3	63.22	68.80	80.81
S4	54.36	59.94	78.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.88	81.64	5.24	6.2%	2.47	2.9%	57%	False	False	66,590
10	86.88	75.35	11.53	13.6%	2.94	3.5%	80%	False	False	56,292
20	90.34	75.35	14.99	17.7%	3.28	3.9%	62%	False	False	43,636
40	91.14	75.35	15.79	18.7%	3.09	3.7%	59%	False	False	33,231
60	102.12	75.35	26.77	31.6%	3.09	3.6%	35%	False	False	26,353
80	102.12	75.35	26.77	31.6%	2.89	3.4%	35%	False	False	22,053
100	105.30	75.35	29.95	35.4%	2.77	3.3%	31%	False	False	19,347
120	115.22	75.35	39.87	47.1%	2.85	3.4%	23%	False	False	16,791

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	0.75
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.89
2.618	91.38
1.618	89.23
1.000	87.90
0.618	87.08
HIGH	85.75
0.618	84.93
0.500	84.68
0.382	84.42
LOW	83.60
0.618	82.27
1.000	81.45
1.618	80.12
2.618	77.97
4.250	74.46

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	84.68	85.24
PP	84.66	85.04
S1	84.65	84.83

Download as Excel Spreadsheet

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

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