NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	85.59	84.93	-0.66	-0.8%	84.43
High	86.22	87.94	1.72	2.0%	87.94
Low	84.22	84.82	0.60	0.7%	83.95
Close	85.16	87.35	2.19	2.6%	87.35
Range	2.00	3.12	1.12	56.0%	3.99
ATR	2.92	2.94	0.01	0.5%	0.00
Volume	17,789	9,082	-8,707	-48.9%	60,368

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.06	94.83	89.07
R3	92.94	91.71	88.21
R2	89.82	89.82	87.92
R1	88.59	88.59	87.64	89.21
PP	86.70	86.70	86.70	87.01
S1	85.47	85.47	87.06	86.09
S2	83.58	83.58	86.78
S3	80.46	82.35	86.49
S4	77.34	79.23	85.63

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.38	96.86	89.54
R3	94.39	92.87	88.45
R2	90.40	90.40	88.08
R1	88.88	88.88	87.72	89.64
PP	86.41	86.41	86.41	86.80
S1	84.89	84.89	86.98	85.65
S2	82.42	82.42	86.62
S3	78.43	80.90	86.25
S4	74.44	76.91	85.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.94	83.95	3.99	4.6%	2.34	2.7%	85%	True	False	12,073
10	87.94	76.15	11.79	13.5%	2.55	2.9%	95%	True	False	10,053
20	89.19	76.15	13.04	14.9%	2.97	3.4%	86%	False	False	8,493
40	91.44	76.15	15.29	17.5%	2.66	3.0%	73%	False	False	7,983
60	102.67	76.15	26.52	30.4%	2.66	3.0%	42%	False	False	6,928

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.74
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	101.20
2.618	96.11
1.618	92.99
1.000	91.06
0.618	89.87
HIGH	87.94
0.618	86.75
0.500	86.38
0.382	86.01
LOW	84.82
0.618	82.89
1.000	81.70
1.618	79.77
2.618	76.65
4.250	71.56

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	87.03	86.93
PP	86.70	86.50
S1	86.38	86.08

Download as Excel Spreadsheet

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

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