NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	90.28	91.43	1.15	1.3%	88.32
High	92.53	92.58	0.05	0.1%	90.09
Low	90.20	89.60	-0.60	-0.7%	85.00
Close	91.62	89.79	-1.83	-2.0%	87.91
Range	2.33	2.98	0.65	27.9%	5.09
ATR	2.91	2.91	0.01	0.2%	0.00
Volume	67,499	67,085	-414	-0.6%	114,221

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.60	97.67	91.43
R3	96.62	94.69	90.61
R2	93.64	93.64	90.34
R1	91.71	91.71	90.06	91.19
PP	90.66	90.66	90.66	90.39
S1	88.73	88.73	89.52	88.21
S2	87.68	87.68	89.24
S3	84.70	85.75	88.97
S4	81.72	82.77	88.15

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	92.58	85.00	7.58	8.4%	2.81	3.1%	63%	True	False	39,717
10	92.58	84.37	8.21	9.1%	2.76	3.1%	66%	True	False	31,945
20	92.58	76.65	15.93	17.7%	2.82	3.1%	82%	True	False	27,367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.25
2.618	100.38
1.618	97.40
1.000	95.56
0.618	94.42
HIGH	92.58
0.618	91.44
0.500	91.09
0.382	90.74
LOW	89.60
0.618	87.76
1.000	86.62
1.618	84.78
2.618	81.80
4.250	76.94

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	91.09	90.10
PP	90.66	90.00
S1	90.22	89.89

Download as Excel Spreadsheet

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

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