NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	79.00	80.20	1.20	1.5%	80.82
High	80.43	83.46	3.03	3.8%	85.85
Low	78.03	79.93	1.90	2.4%	78.72
Close	80.43	83.39	2.96	3.7%	80.02
Range	2.40	3.53	1.13	47.1%	7.13
ATR	3.17	3.19	0.03	0.8%	0.00
Volume	8,801	9,863	1,062	12.1%	33,295

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	92.85	91.65	85.33
R3	89.32	88.12	84.36
R2	85.79	85.79	84.04
R1	84.59	84.59	83.71	85.19
PP	82.26	82.26	82.26	82.56
S1	81.06	81.06	83.07	81.66
S2	78.73	78.73	82.74
S3	75.20	77.53	82.42
S4	71.67	74.00	81.45

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.92	98.60	83.94
R3	95.79	91.47	81.98
R2	88.66	88.66	81.33
R1	84.34	84.34	80.67	82.94
PP	81.53	81.53	81.53	80.83
S1	77.21	77.21	79.37	75.81
S2	74.40	74.40	78.71
S3	67.27	70.08	78.06
S4	60.14	62.95	76.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.02	76.15	7.87	9.4%	3.17	3.8%	92%	False	False	7,334
10	85.85	76.15	9.70	11.6%	3.33	4.0%	75%	False	False	7,278
20	91.22	76.15	15.07	18.1%	2.99	3.6%	48%	False	False	7,897
40	91.44	76.15	15.29	18.3%	2.70	3.2%	47%	False	False	7,095

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.89
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.46
2.618	92.70
1.618	89.17
1.000	86.99
0.618	85.64
HIGH	83.46
0.618	82.11
0.500	81.70
0.382	81.28
LOW	79.93
0.618	77.75
1.000	76.40
1.618	74.22
2.618	70.69
4.250	64.93

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	82.83	82.20
PP	82.26	81.00
S1	81.70	79.81

Download as Excel Spreadsheet

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

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