NYMEX Light Sweet Crude Oil Future February 2012

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	90.02	90.11	0.09	0.1%	86.36
High	90.96	90.18	-0.78	-0.9%	91.05
Low	89.52	86.74	-2.78	-3.1%	84.71
Close	89.92	88.18	-1.74	-1.9%	88.18
Range	1.44	3.44	2.00	138.9%	6.34
ATR	2.78	2.82	0.05	1.7%	0.00
Volume	8,617	16,236	7,619	88.4%	39,774

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.69	96.87	90.07
R3	95.25	93.43	89.13
R2	91.81	91.81	88.81
R1	89.99	89.99	88.50	89.18
PP	88.37	88.37	88.37	87.96
S1	86.55	86.55	87.86	85.74
S2	84.93	84.93	87.55
S3	81.49	83.11	87.23
S4	78.05	79.67	86.29

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.00	103.93	91.67
R3	100.66	97.59	89.92
R2	94.32	94.32	89.34
R1	91.25	91.25	88.76	92.79
PP	87.98	87.98	87.98	88.75
S1	84.91	84.91	87.60	86.45
S2	81.64	81.64	87.02
S3	75.30	78.57	86.44
S4	68.96	72.23	84.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.05	84.71	6.34	7.2%	2.94	3.3%	55%	False	False	9,395
10	91.05	84.71	6.34	7.2%	2.45	2.8%	55%	False	False	9,796
20	91.05	81.69	9.36	10.6%	2.66	3.0%	69%	False	False	9,212
40	102.42	78.59	23.83	27.0%	2.79	3.2%	40%	False	False	7,457
60	102.42	78.59	23.83	27.0%	2.54	2.9%	40%	False	False	6,690
80	105.34	78.59	26.75	30.3%	2.47	2.8%	36%	False	False	6,190

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	0.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.80
2.618	99.19
1.618	95.75
1.000	93.62
0.618	92.31
HIGH	90.18
0.618	88.87
0.500	88.46
0.382	88.05
LOW	86.74
0.618	84.61
1.000	83.30
1.618	81.17
2.618	77.73
4.250	72.12

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	88.46	88.90
PP	88.37	88.66
S1	88.27	88.42

Download as Excel Spreadsheet

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

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