NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	79.74	78.15	-1.59	-2.0%	82.00
High	81.10	79.43	-1.67	-2.1%	86.37
Low	78.40	76.65	-1.75	-2.2%	79.45
Close	79.28	77.36	-1.92	-2.4%	80.56
Range	2.70	2.78	0.08	3.0%	6.92
ATR	3.22	3.19	-0.03	-1.0%	0.00
Volume	18,909	16,484	-2,425	-12.8%	91,660

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	86.15	84.54	78.89
R3	83.37	81.76	78.12
R2	80.59	80.59	77.87
R1	78.98	78.98	77.61	78.40
PP	77.81	77.81	77.81	77.52
S1	76.20	76.20	77.11	75.62
S2	75.03	75.03	76.85
S3	72.25	73.42	76.60
S4	69.47	70.64	75.83

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.89	98.64	84.37
R3	95.97	91.72	82.46
R2	89.05	89.05	81.83
R1	84.80	84.80	81.19	83.47
PP	82.13	82.13	82.13	81.46
S1	77.88	77.88	79.93	76.55
S2	75.21	75.21	79.29
S3	68.29	70.96	78.66
S4	61.37	64.04	76.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.29	76.65	9.64	12.5%	3.44	4.4%	7%	False	True	17,112
10	89.85	76.65	13.20	17.1%	3.54	4.6%	5%	False	True	18,554

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	0.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.25
2.618	86.71
1.618	83.93
1.000	82.21
0.618	81.15
HIGH	79.43
0.618	78.37
0.500	78.04
0.382	77.71
LOW	76.65
0.618	74.93
1.000	73.87
1.618	72.15
2.618	69.37
4.250	64.84

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	78.04	80.59
PP	77.81	79.51
S1	77.59	78.44

Download as Excel Spreadsheet

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

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