NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	90.74	88.06	-2.68	-3.0%	87.35
High	90.75	88.52	-2.23	-2.5%	91.10
Low	88.41	85.97	-2.44	-2.8%	86.20
Close	89.27	86.76	-2.51	-2.8%	89.27
Range	2.34	2.55	0.21	9.0%	4.90
ATR	2.63	2.67	0.05	1.8%	0.00
Volume	10,665	8,882	-1,783	-16.7%	86,930

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.73	93.30	88.16
R3	92.18	90.75	87.46
R2	89.63	89.63	87.23
R1	88.20	88.20	86.99	87.64
PP	87.08	87.08	87.08	86.81
S1	85.65	85.65	86.53	85.09
S2	84.53	84.53	86.29
S3	81.98	83.10	86.06
S4	79.43	80.55	85.36

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.56	101.31	91.97
R3	98.66	96.41	90.62
R2	93.76	93.76	90.17
R1	91.51	91.51	89.72	92.64
PP	88.86	88.86	88.86	89.42
S1	86.61	86.61	88.82	87.74
S2	83.96	83.96	88.37
S3	79.06	81.71	87.92
S4	74.16	76.81	86.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.10	85.97	5.13	5.9%	2.14	2.5%	15%	False	True	15,631
10	91.25	85.02	6.23	7.2%	2.54	2.9%	28%	False	False	14,692
20	91.34	83.33	8.01	9.2%	2.36	2.7%	43%	False	False	12,868
40	102.81	79.11	23.70	27.3%	2.79	3.2%	32%	False	False	10,575
60	102.81	79.11	23.70	27.3%	2.41	2.8%	32%	False	False	8,995

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	0.60
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	99.36
2.618	95.20
1.618	92.65
1.000	91.07
0.618	90.10
HIGH	88.52
0.618	87.55
0.500	87.25
0.382	86.94
LOW	85.97
0.618	84.39
1.000	83.42
1.618	81.84
2.618	79.29
4.250	75.13

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	87.25	88.45
PP	87.08	87.89
S1	86.92	87.32

Download as Excel Spreadsheet

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

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