NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	87.14	88.75	1.61	1.8%	87.71
High	89.40	91.07	1.67	1.9%	90.06
Low	86.76	88.04	1.28	1.5%	84.95
Close	87.84	90.62	2.78	3.2%	87.84
Range	2.64	3.03	0.39	14.8%	5.11
ATR	2.76	2.80	0.03	1.2%	0.00
Volume	6,316	8,954	2,638	41.8%	38,714

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.00	97.84	92.29
R3	95.97	94.81	91.45
R2	92.94	92.94	91.18
R1	91.78	91.78	90.90	92.36
PP	89.91	89.91	89.91	90.20
S1	88.75	88.75	90.34	89.33
S2	86.88	86.88	90.06
S3	83.85	85.72	89.79
S4	80.82	82.69	88.95

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.95	100.50	90.65
R3	97.84	95.39	89.25
R2	92.73	92.73	88.78
R1	90.28	90.28	88.31	91.51
PP	87.62	87.62	87.62	88.23
S1	85.17	85.17	87.37	86.40
S2	82.51	82.51	86.90
S3	77.40	80.06	86.43
S4	72.29	74.95	85.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.07	84.95	6.12	6.8%	2.86	3.2%	93%	True	False	7,139
10	91.07	84.30	6.77	7.5%	2.52	2.8%	93%	True	False	9,016
20	91.07	76.44	14.63	16.1%	2.68	3.0%	97%	True	False	7,934
40	91.59	76.44	15.15	16.7%	2.42	2.7%	94%	False	False	7,240

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	0.65
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	103.95
2.618	99.00
1.618	95.97
1.000	94.10
0.618	92.94
HIGH	91.07
0.618	89.91
0.500	89.56
0.382	89.20
LOW	88.04
0.618	86.17
1.000	85.01
1.618	83.14
2.618	80.11
4.250	75.16

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	90.27	89.75
PP	89.91	88.88
S1	89.56	88.01

Download as Excel Spreadsheet

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

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