NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	86.88	87.62	0.74	0.9%	88.32
High	89.42	91.05	1.63	1.8%	90.09
Low	86.84	87.62	0.78	0.9%	85.00
Close	87.91	90.52	2.61	3.0%	87.91
Range	2.58	3.43	0.85	32.9%	5.09
ATR	2.92	2.95	0.04	1.3%	0.00
Volume	20,720	23,882	3,162	15.3%	114,221

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.02	98.70	92.41
R3	96.59	95.27	91.46
R2	93.16	93.16	91.15
R1	91.84	91.84	90.83	92.50
PP	89.73	89.73	89.73	90.06
S1	88.41	88.41	90.21	89.07
S2	86.30	86.30	89.89
S3	82.87	84.98	89.58
S4	79.44	81.55	88.63

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.94	100.51	90.71
R3	97.85	95.42	89.31
R2	92.76	92.76	88.84
R1	90.33	90.33	88.38	89.00
PP	87.67	87.67	87.67	87.00
S1	85.24	85.24	87.44	83.91
S2	82.58	82.58	86.98
S3	77.49	80.15	86.51
S4	72.40	75.06	85.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.05	85.00	6.05	6.7%	3.03	3.3%	91%	True	False	21,629
10	91.05	84.37	6.68	7.4%	2.66	2.9%	92%	True	False	23,833
20	91.05	76.65	14.40	15.9%	2.89	3.2%	96%	True	False	22,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	105.63
2.618	100.03
1.618	96.60
1.000	94.48
0.618	93.17
HIGH	91.05
0.618	89.74
0.500	89.34
0.382	88.93
LOW	87.62
0.618	85.50
1.000	84.19
1.618	82.07
2.618	78.64
4.250	73.04

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	90.13	89.69
PP	89.73	88.86
S1	89.34	88.03

Download as Excel Spreadsheet

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

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