NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	88.10	85.44	-2.66	-3.0%	87.48
High	89.19	85.58	-3.61	-4.0%	91.22
Low	86.42	81.04	-5.38	-6.2%	86.51
Close	87.28	81.78	-5.50	-6.3%	89.53
Range	2.77	4.54	1.77	63.9%	4.71
ATR	2.56	2.82	0.26	10.3%	0.00
Volume	7,036	8,637	1,601	22.8%	47,878

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.42	93.64	84.28
R3	91.88	89.10	83.03
R2	87.34	87.34	82.61
R1	84.56	84.56	82.20	83.68
PP	82.80	82.80	82.80	82.36
S1	80.02	80.02	81.36	79.14
S2	78.26	78.26	80.95
S3	73.72	75.48	80.53
S4	69.18	70.94	79.28

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.22	101.08	92.12
R3	98.51	96.37	90.83
R2	93.80	93.80	90.39
R1	91.66	91.66	89.96	92.73
PP	89.09	89.09	89.09	89.62
S1	86.95	86.95	89.10	88.02
S2	84.38	84.38	88.67
S3	79.67	82.24	88.23
S4	74.96	77.53	86.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.91	81.04	9.87	12.1%	2.80	3.4%	7%	False	True	6,860
10	91.22	81.04	10.18	12.4%	2.65	3.2%	7%	False	True	8,517
20	91.44	81.04	10.40	12.7%	2.47	3.0%	7%	False	True	7,487
40	100.75	79.91	20.84	25.5%	2.66	3.2%	9%	False	False	6,339

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	0.43
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	104.88
2.618	97.47
1.618	92.93
1.000	90.12
0.618	88.39
HIGH	85.58
0.618	83.85
0.500	83.31
0.382	82.77
LOW	81.04
0.618	78.23
1.000	76.50
1.618	73.69
2.618	69.15
4.250	61.75

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	83.31	85.12
PP	82.80	84.00
S1	82.29	82.89

Download as Excel Spreadsheet

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

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