NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	87.62	90.28	2.66	3.0%	88.32
High	91.05	92.53	1.48	1.6%	90.09
Low	87.62	90.20	2.58	2.9%	85.00
Close	90.52	91.62	1.10	1.2%	87.91
Range	3.43	2.33	-1.10	-32.1%	5.09
ATR	2.95	2.91	-0.04	-1.5%	0.00
Volume	23,882	67,499	43,617	182.6%	114,221

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.44	97.36	92.90
R3	96.11	95.03	92.26
R2	93.78	93.78	92.05
R1	92.70	92.70	91.83	93.24
PP	91.45	91.45	91.45	91.72
S1	90.37	90.37	91.41	90.91
S2	89.12	89.12	91.19
S3	86.79	88.04	90.98
S4	84.46	85.71	90.34

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	92.53	85.00	7.53	8.2%	2.89	3.2%	88%	True	False	31,813
10	92.53	84.37	8.16	8.9%	2.65	2.9%	89%	True	False	28,842
20	92.53	76.65	15.88	17.3%	2.85	3.1%	94%	True	False	24,903

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.49
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	102.43
2.618	98.63
1.618	96.30
1.000	94.86
0.618	93.97
HIGH	92.53
0.618	91.64
0.500	91.37
0.382	91.09
LOW	90.20
0.618	88.76
1.000	87.87
1.618	86.43
2.618	84.10
4.250	80.30

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	91.54	90.98
PP	91.45	90.33
S1	91.37	89.69

Download as Excel Spreadsheet

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

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