NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	87.27	88.51	1.24	1.4%	87.80
High	88.42	91.43	3.01	3.4%	91.44
Low	85.28	88.10	2.82	3.3%	87.39
Close	87.91	90.83	2.92	3.3%	88.28
Range	3.14	3.33	0.19	6.1%	4.05
ATR	2.62	2.69	0.06	2.4%	0.00
Volume	6,800	3,942	-2,858	-42.0%	37,596

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.11	98.80	92.66
R3	96.78	95.47	91.75
R2	93.45	93.45	91.44
R1	92.14	92.14	91.14	92.80
PP	90.12	90.12	90.12	90.45
S1	88.81	88.81	90.52	89.47
S2	86.79	86.79	90.22
S3	83.46	85.48	89.91
S4	80.13	82.15	89.00

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.19	98.78	90.51
R3	97.14	94.73	89.39
R2	93.09	93.09	89.02
R1	90.68	90.68	88.65	91.89
PP	89.04	89.04	89.04	89.64
S1	86.63	86.63	87.91	87.84
S2	84.99	84.99	87.54
S3	80.94	82.58	87.17
S4	76.89	78.53	86.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.44	85.28	6.16	6.8%	2.43	2.7%	90%	False	False	8,218
10	91.44	85.28	6.16	6.8%	2.27	2.5%	90%	False	False	6,366
20	91.44	82.93	8.51	9.4%	2.49	2.7%	93%	False	False	6,212

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	0.47
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	105.58
2.618	100.15
1.618	96.82
1.000	94.76
0.618	93.49
HIGH	91.43
0.618	90.16
0.500	89.77
0.382	89.37
LOW	88.10
0.618	86.04
1.000	84.77
1.618	82.71
2.618	79.38
4.250	73.95

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	90.48	90.01
PP	90.12	89.18
S1	89.77	88.36

Download as Excel Spreadsheet

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

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