NYMEX Light Sweet Crude Oil Future March 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	85.75	85.40	-0.35	-0.4%	78.86
High	87.15	85.99	-1.16	-1.3%	84.40
Low	85.35	84.05	-1.30	-1.5%	75.90
Close	86.30	85.05	-1.25	-1.4%	83.43
Range	1.80	1.94	0.14	7.8%	8.50
ATR	3.06	3.00	-0.06	-1.9%	0.00
Volume	32,506	30,571	-1,935	-6.0%	95,043

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	90.85	89.89	86.12
R3	88.91	87.95	85.58
R2	86.97	86.97	85.41
R1	86.01	86.01	85.23	85.52
PP	85.03	85.03	85.03	84.79
S1	84.07	84.07	84.87	83.58
S2	83.09	83.09	84.69
S3	81.15	82.13	84.52
S4	79.21	80.19	83.98

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.74	103.59	88.11
R3	98.24	95.09	85.77
R2	89.74	89.74	84.99
R1	86.59	86.59	84.21	88.17
PP	81.24	81.24	81.24	82.03
S1	78.09	78.09	82.65	79.67
S2	72.74	72.74	81.87
S3	64.24	69.59	81.09
S4	55.74	61.09	78.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.15	81.87	5.28	6.2%	2.32	2.7%	60%	False	False	23,921
10	87.15	75.90	11.25	13.2%	2.78	3.3%	81%	False	False	20,550
20	90.75	75.90	14.85	17.5%	3.04	3.6%	62%	False	False	17,012
40	91.34	75.90	15.44	18.2%	2.83	3.3%	59%	False	False	14,972
60	102.81	75.90	26.91	31.6%	2.85	3.4%	34%	False	False	12,583
80	102.81	75.90	26.91	31.6%	2.58	3.0%	34%	False	False	10,837

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	0.76
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.24
2.618	91.07
1.618	89.13
1.000	87.93
0.618	87.19
HIGH	85.99
0.618	85.25
0.500	85.02
0.382	84.79
LOW	84.05
0.618	82.85
1.000	82.11
1.618	80.91
2.618	78.97
4.250	75.81

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	85.04	85.60
PP	85.03	85.42
S1	85.02	85.23

Download as Excel Spreadsheet

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

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