NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	84.60	82.50	-2.10	-2.5%	88.27
High	85.73	84.78	-0.95	-1.1%	89.19
Low	82.56	81.30	-1.26	-1.5%	78.94
Close	82.55	83.21	0.66	0.8%	81.31
Range	3.17	3.48	0.31	9.8%	10.25
ATR	3.07	3.10	0.03	1.0%	0.00
Volume	5,692	6,602	910	16.0%	36,041

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.54	91.85	85.12
R3	90.06	88.37	84.17
R2	86.58	86.58	83.85
R1	84.89	84.89	83.53	85.74
PP	83.10	83.10	83.10	83.52
S1	81.41	81.41	82.89	82.26
S2	79.62	79.62	82.57
S3	76.14	77.93	82.25
S4	72.66	74.45	81.30

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.90	107.85	86.95
R3	103.65	97.60	84.13
R2	93.40	93.40	83.19
R1	87.35	87.35	82.25	85.25
PP	83.15	83.15	83.15	82.10
S1	77.10	77.10	80.37	75.00
S2	72.90	72.90	79.43
S3	62.65	66.85	78.49
S4	52.40	56.60	75.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.85	78.72	7.13	8.6%	3.50	4.2%	63%	False	False	7,221
10	90.91	78.72	12.19	14.6%	3.15	3.8%	37%	False	False	7,041
20	91.44	78.72	12.72	15.3%	2.79	3.4%	35%	False	False	8,091
40	94.76	78.72	16.04	19.3%	2.86	3.4%	28%	False	False	6,879

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	0.59
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.57
2.618	93.89
1.618	90.41
1.000	88.26
0.618	86.93
HIGH	84.78
0.618	83.45
0.500	83.04
0.382	82.63
LOW	81.30
0.618	79.15
1.000	77.82
1.618	75.67
2.618	72.19
4.250	66.51

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	83.15	83.58
PP	83.10	83.45
S1	83.04	83.33

Download as Excel Spreadsheet

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

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