NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	86.20	85.81	-0.39	-0.5%	79.74
High	87.44	86.36	-1.08	-1.2%	84.86
Low	85.59	84.37	-1.22	-1.4%	76.65
Close	86.57	85.38	-1.19	-1.4%	83.70
Range	1.85	1.99	0.14	7.6%	8.21
ATR	3.04	2.98	-0.06	-2.0%	0.00
Volume	36,056	22,288	-13,768	-38.2%	120,792

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	91.34	90.35	86.47
R3	89.35	88.36	85.93
R2	87.36	87.36	85.74
R1	86.37	86.37	85.56	85.87
PP	85.37	85.37	85.37	85.12
S1	84.38	84.38	85.20	83.88
S2	83.38	83.38	85.02
S3	81.39	82.39	84.83
S4	79.40	80.40	84.29

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.37	103.24	88.22
R3	98.16	95.03	85.96
R2	89.95	89.95	85.21
R1	86.82	86.82	84.45	88.39
PP	81.74	81.74	81.74	82.52
S1	78.61	78.61	82.95	80.18
S2	73.53	73.53	82.19
S3	65.32	70.40	81.44
S4	57.11	62.19	79.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.44	82.26	5.18	6.1%	2.27	2.7%	60%	False	False	25,310
10	87.44	76.65	10.79	12.6%	2.71	3.2%	81%	False	False	23,351
20	91.35	76.65	14.70	17.2%	2.96	3.5%	59%	False	False	20,821

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	94.82
2.618	91.57
1.618	89.58
1.000	88.35
0.618	87.59
HIGH	86.36
0.618	85.60
0.500	85.37
0.382	85.13
LOW	84.37
0.618	83.14
1.000	82.38
1.618	81.15
2.618	79.16
4.250	75.91

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	85.38	85.91
PP	85.37	85.73
S1	85.37	85.56

Download as Excel Spreadsheet

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

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