NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	80.82	83.51	2.69	3.3%	81.37
High	84.54	83.61	-0.93	-1.1%	85.48
Low	80.60	79.00	-1.60	-2.0%	77.95
Close	82.75	79.60	-3.15	-3.8%	79.60
Range	3.94	4.61	0.67	17.0%	7.53
ATR	3.28	3.37	0.10	2.9%	0.00
Volume	14,454	15,798	1,344	9.3%	81,947

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.57	91.69	82.14
R3	89.96	87.08	80.87
R2	85.35	85.35	80.45
R1	82.47	82.47	80.02	81.61
PP	80.74	80.74	80.74	80.30
S1	77.86	77.86	79.18	77.00
S2	76.13	76.13	78.75
S3	71.52	73.25	78.33
S4	66.91	68.64	77.06

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.60	99.13	83.74
R3	96.07	91.60	81.67
R2	88.54	88.54	80.98
R1	84.07	84.07	80.29	82.54
PP	81.01	81.01	81.01	80.25
S1	76.54	76.54	78.91	75.01
S2	73.48	73.48	78.22
S3	65.95	69.01	77.53
S4	58.42	61.48	75.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.48	77.95	7.53	9.5%	4.03	5.1%	22%	False	False	16,389
10	88.69	77.95	10.74	13.5%	3.66	4.6%	15%	False	False	15,839
20	91.05	77.95	13.10	16.5%	3.15	4.0%	13%	False	False	14,115
40	91.05	77.95	13.10	16.5%	3.09	3.9%	13%	False	False	11,421
60	102.42	77.95	24.47	30.7%	2.91	3.7%	7%	False	False	9,464
80	104.37	77.95	26.42	33.2%	2.67	3.4%	6%	False	False	8,478

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	103.20
2.618	95.68
1.618	91.07
1.000	88.22
0.618	86.46
HIGH	83.61
0.618	81.85
0.500	81.31
0.382	80.76
LOW	79.00
0.618	76.15
1.000	74.39
1.618	71.54
2.618	66.93
4.250	59.41

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	81.31	82.14
PP	80.74	81.29
S1	80.17	80.45

Download as Excel Spreadsheet

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

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