NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	90.79	92.30	1.51	1.7%	87.71
High	92.76	92.73	-0.03	0.0%	90.06
Low	90.38	89.92	-0.46	-0.5%	84.95
Close	91.87	89.89	-1.98	-2.2%	87.84
Range	2.38	2.81	0.43	18.1%	5.11
ATR	2.77	2.77	0.00	0.1%	0.00
Volume	24,662	25,852	1,190	4.8%	38,714

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.28	97.39	91.44
R3	96.47	94.58	90.66
R2	93.66	93.66	90.41
R1	91.77	91.77	90.15	91.31
PP	90.85	90.85	90.85	90.62
S1	88.96	88.96	89.63	88.50
S2	88.04	88.04	89.37
S3	85.23	86.15	89.12
S4	82.42	83.34	88.34

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	92.76	84.95	7.81	8.7%	2.69	3.0%	63%	False	False	14,325
10	92.76	84.30	8.46	9.4%	2.63	2.9%	66%	False	False	11,797
20	92.76	76.44	16.32	18.2%	2.64	2.9%	82%	False	False	9,926
40	92.76	76.44	16.32	18.2%	2.50	2.8%	82%	False	False	8,356

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	0.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.67
2.618	100.09
1.618	97.28
1.000	95.54
0.618	94.47
HIGH	92.73
0.618	91.66
0.500	91.33
0.382	90.99
LOW	89.92
0.618	88.18
1.000	87.11
1.618	85.37
2.618	82.56
4.250	77.98

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	91.33	90.40
PP	90.85	90.23
S1	90.37	90.06

Download as Excel Spreadsheet

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

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