NYMEX Light Sweet Crude Oil Future March 2012

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

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	86.83	88.96	2.13	2.5%	83.45
High	89.60	90.00	0.40	0.4%	87.91
Low	86.35	86.52	0.17	0.2%	83.42
Close	89.00	86.74	-2.26	-2.5%	87.31
Range	3.25	3.48	0.23	7.1%	4.49
ATR	2.97	3.01	0.04	1.2%	0.00
Volume	16,928	22,691	5,763	34.0%	118,707

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.19	95.95	88.65
R3	94.71	92.47	87.70
R2	91.23	91.23	87.38
R1	88.99	88.99	87.06	88.37
PP	87.75	87.75	87.75	87.45
S1	85.51	85.51	86.42	84.89
S2	84.27	84.27	86.10
S3	80.79	82.03	85.78
S4	77.31	78.55	84.83

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.68	97.99	89.78
R3	95.19	93.50	88.54
R2	90.70	90.70	88.13
R1	89.01	89.01	87.72	89.86
PP	86.21	86.21	86.21	86.64
S1	84.52	84.52	86.90	85.37
S2	81.72	81.72	86.49
S3	77.23	80.03	86.08
S4	72.74	75.54	84.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.00	84.05	5.95	6.9%	2.81	3.2%	45%	True	False	22,618
10	90.00	79.75	10.25	11.8%	2.73	3.2%	68%	True	False	22,397
20	90.00	75.90	14.10	16.3%	3.17	3.7%	77%	True	False	19,097
40	91.34	75.90	15.44	17.8%	2.75	3.2%	70%	False	False	16,094
60	101.88	75.90	25.98	30.0%	2.93	3.4%	42%	False	False	13,512
80	102.81	75.90	26.91	31.0%	2.62	3.0%	40%	False	False	11,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	104.79
2.618	99.11
1.618	95.63
1.000	93.48
0.618	92.15
HIGH	90.00
0.618	88.67
0.500	88.26
0.382	87.85
LOW	86.52
0.618	84.37
1.000	83.04
1.618	80.89
2.618	77.41
4.250	71.73

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	88.26	88.18
PP	87.75	87.70
S1	87.25	87.22

Download as Excel Spreadsheet

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

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