NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	89.04	88.05	-0.99	-1.1%	87.53
High	89.42	90.05	0.63	0.7%	91.46
Low	87.34	87.54	0.20	0.2%	85.83
Close	88.92	89.40	0.48	0.5%	88.92
Range	2.08	2.51	0.43	20.7%	5.63
ATR	2.39	2.40	0.01	0.3%	0.00
Volume	11,042	10,479	-563	-5.1%	22,950

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.53	95.47	90.78
R3	94.02	92.96	90.09
R2	91.51	91.51	89.86
R1	90.45	90.45	89.63	90.98
PP	89.00	89.00	89.00	89.26
S1	87.94	87.94	89.17	88.47
S2	86.49	86.49	88.94
S3	83.98	85.43	88.71
S4	81.47	82.92	88.02

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.63	102.90	92.02
R3	100.00	97.27	90.47
R2	94.37	94.37	89.95
R1	91.64	91.64	89.44	93.01
PP	88.74	88.74	88.74	89.42
S1	86.01	86.01	88.40	87.38
S2	83.11	83.11	87.89
S3	77.48	80.38	87.37
S4	71.85	74.75	85.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.46	85.83	5.63	6.3%	2.09	2.3%	63%	False	False	6,685
10	91.59	85.83	5.76	6.4%	1.73	1.9%	62%	False	False	6,415
20	91.59	82.84	8.75	9.8%	1.96	2.2%	75%	False	False	6,159

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	0.29
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	100.72
2.618	96.62
1.618	94.11
1.000	92.56
0.618	91.60
HIGH	90.05
0.618	89.09
0.500	88.80
0.382	88.50
LOW	87.54
0.618	85.99
1.000	85.03
1.618	83.48
2.618	80.97
4.250	76.87

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	89.20	89.40
PP	89.00	89.40
S1	88.80	89.40

Download as Excel Spreadsheet

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

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