NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 28-Oct-2011

Day Change Summary
	Previous	Current
	27-Oct-2011	28-Oct-2011	Change	Change %	Previous Week
Open	91.38	92.41	1.03	1.1%	88.98
High	93.31	92.82	-0.49	-0.5%	93.31
Low	90.63	91.55	0.92	1.0%	88.18
Close	93.09	92.68	-0.41	-0.4%	92.68
Range	2.68	1.27	-1.41	-52.6%	5.13
ATR	0.00	2.49	2.49		0.00
Volume	6,193	6,406	213	3.4%	40,855

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.16	95.69	93.38
R3	94.89	94.42	93.03
R2	93.62	93.62	92.91
R1	93.15	93.15	92.80	93.39
PP	92.35	92.35	92.35	92.47
S1	91.88	91.88	92.56	92.12
S2	91.08	91.08	92.45
S3	89.81	90.61	92.33
S4	88.54	89.34	91.98

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.78	104.86	95.50
R3	101.65	99.73	94.09
R2	96.52	96.52	93.62
R1	94.60	94.60	93.15	95.56
PP	91.39	91.39	91.39	91.87
S1	89.47	89.47	92.21	90.43
S2	86.26	86.26	91.74
S3	81.13	84.34	91.27
S4	76.00	79.21	89.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.31	88.18	5.13	5.5%	2.26	2.4%	88%	False	False	8,171
10	93.31	85.15	8.16	8.8%	2.46	2.7%	92%	False	False	5,697

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	98.22
2.618	96.14
1.618	94.87
1.000	94.09
0.618	93.60
HIGH	92.82
0.618	92.33
0.500	92.19
0.382	92.04
LOW	91.55
0.618	90.77
1.000	90.28
1.618	89.50
2.618	88.23
4.250	86.15

Fisher Pivots for day following 28-Oct-2011
Pivot	1 day	3 day
R1	92.52	92.30
PP	92.35	91.92
S1	92.19	91.55

Download as Excel Spreadsheet

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

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