NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	86.15	83.20	-2.95	-3.4%	88.85
High	86.78	83.50	-3.28	-3.8%	89.85
Low	81.83	79.71	-2.12	-2.6%	79.71
Close	82.43	82.00	-0.43	-0.5%	82.00
Range	4.95	3.79	-1.16	-23.4%	10.14
ATR
Volume	16,761	26,314	9,553	57.0%	93,081

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.11	91.34	84.08
R3	89.32	87.55	83.04
R2	85.53	85.53	82.69
R1	83.76	83.76	82.35	82.75
PP	81.74	81.74	81.74	81.23
S1	79.97	79.97	81.65	78.96
S2	77.95	77.95	81.31
S3	74.16	76.18	80.96
S4	70.37	72.39	79.92

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.27	108.28	87.58
R3	104.13	98.14	84.79
R2	93.99	93.99	83.86
R1	88.00	88.00	82.93	85.93
PP	83.85	83.85	83.85	82.82
S1	77.86	77.86	81.07	75.79
S2	73.71	73.71	80.14
S3	63.57	67.72	79.21
S4	53.43	57.58	76.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.85	79.71	10.14	12.4%	3.20	3.9%	23%	False	True	18,616
10	91.63	79.71	11.92	14.5%	2.71	3.3%	19%	False	True	18,892

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.54
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.61
2.618	93.42
1.618	89.63
1.000	87.29
0.618	85.84
HIGH	83.50
0.618	82.05
0.500	81.61
0.382	81.16
LOW	79.71
0.618	77.37
1.000	75.92
1.618	73.58
2.618	69.79
4.250	63.60

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	81.87	84.78
PP	81.74	83.85
S1	81.61	82.93

Download as Excel Spreadsheet

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

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