NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	83.93	84.89	0.96	1.1%	88.85
High	86.37	86.29	-0.08	-0.1%	89.85
Low	83.28	82.60	-0.68	-0.8%	79.71
Close	86.06	83.15	-2.91	-3.4%	82.00
Range	3.09	3.69	0.60	19.4%	10.14
ATR	0.00	3.14	3.14		0.00
Volume	16,092	17,787	1,695	10.5%	93,081

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.08	92.81	85.18
R3	91.39	89.12	84.16
R2	87.70	87.70	83.83
R1	85.43	85.43	83.49	84.72
PP	84.01	84.01	84.01	83.66
S1	81.74	81.74	82.81	81.03
S2	80.32	80.32	82.47
S3	76.63	78.05	82.14
S4	72.94	74.36	81.12

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	86.78	79.45	7.33	8.8%	3.81	4.6%	50%	False	False	20,471
10	91.63	79.45	12.18	14.6%	2.98	3.6%	30%	False	False	18,723

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	0.67
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.97
2.618	95.95
1.618	92.26
1.000	89.98
0.618	88.57
HIGH	86.29
0.618	84.88
0.500	84.45
0.382	84.01
LOW	82.60
0.618	80.32
1.000	78.91
1.618	76.63
2.618	72.94
4.250	66.92

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	84.45	83.07
PP	84.01	82.99
S1	83.58	82.91

Download as Excel Spreadsheet

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

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