NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 27-Oct-2011

Day Change Summary
	Previous	Current
	26-Oct-2011	27-Oct-2011	Change	Change %	Previous Week
Open	91.42	91.38	-0.04	0.0%	88.16
High	92.29	93.31	1.02	1.1%	90.15
Low	89.78	90.63	0.85	0.9%	85.15
Close	89.70	93.09	3.39	3.8%	88.00
Range	2.51	2.68	0.17	6.8%	5.00
ATR
Volume	11,750	6,193	-5,557	-47.3%	16,118

Daily Pivots for day following 27-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.38	99.42	94.56
R3	97.70	96.74	93.83
R2	95.02	95.02	93.58
R1	94.06	94.06	93.34	94.54
PP	92.34	92.34	92.34	92.59
S1	91.38	91.38	92.84	91.86
S2	89.66	89.66	92.60
S3	86.98	88.70	92.35
S4	84.30	86.02	91.62

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.77	100.38	90.75
R3	97.77	95.38	89.38
R2	92.77	92.77	88.92
R1	90.38	90.38	88.46	89.08
PP	87.77	87.77	87.77	87.11
S1	85.38	85.38	87.54	84.08
S2	82.77	82.77	87.08
S3	77.77	80.38	86.63
S4	72.77	75.38	85.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.31	86.96	6.35	6.8%	2.52	2.7%	97%	True	False	7,502
10	93.31	85.15	8.16	8.8%	2.61	2.8%	97%	True	False	5,548

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	0.72
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.70
2.618	100.33
1.618	97.65
1.000	95.99
0.618	94.97
HIGH	93.31
0.618	92.29
0.500	91.97
0.382	91.65
LOW	90.63
0.618	88.97
1.000	87.95
1.618	86.29
2.618	83.61
4.250	79.24

Fisher Pivots for day following 27-Oct-2011
Pivot	1 day	3 day
R1	92.72	92.58
PP	92.34	92.06
S1	91.97	91.55

Download as Excel Spreadsheet

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

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