NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 21-Sep-2011

Day Change Summary
	Previous	Current
	20-Sep-2011	21-Sep-2011	Change	Change %	Previous Week
Open	86.90	87.64	0.74	0.9%	87.35
High	88.50	88.93	0.43	0.5%	91.10
Low	86.61	86.17	-0.44	-0.5%	86.20
Close	87.94	87.00	-0.94	-1.1%	89.27
Range	1.89	2.76	0.87	46.0%	4.90
ATR	2.62	2.63	0.01	0.4%	0.00
Volume	10,845	10,410	-435	-4.0%	86,930

Daily Pivots for day following 21-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.65	94.08	88.52
R3	92.89	91.32	87.76
R2	90.13	90.13	87.51
R1	88.56	88.56	87.25	87.97
PP	87.37	87.37	87.37	87.07
S1	85.80	85.80	86.75	85.21
S2	84.61	84.61	86.49
S3	81.85	83.04	86.24
S4	79.09	80.28	85.48

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	90.93	85.97	4.96	5.7%	2.27	2.6%	21%	False	False	13,026
10	91.10	85.97	5.13	5.9%	2.36	2.7%	20%	False	False	14,876
20	91.34	85.02	6.32	7.3%	2.32	2.7%	31%	False	False	13,090
40	101.88	79.11	22.77	26.2%	2.82	3.2%	35%	False	False	10,719
60	102.81	79.11	23.70	27.2%	2.44	2.8%	33%	False	False	9,112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	100.66
2.618	96.16
1.618	93.40
1.000	91.69
0.618	90.64
HIGH	88.93
0.618	87.88
0.500	87.55
0.382	87.22
LOW	86.17
0.618	84.46
1.000	83.41
1.618	81.70
2.618	78.94
4.250	74.44

Fisher Pivots for day following 21-Sep-2011
Pivot	1 day	3 day
R1	87.55	87.45
PP	87.37	87.30
S1	87.18	87.15

Download as Excel Spreadsheet

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

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