NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	100.31	100.92	0.61	0.6%	99.53
High	100.70	102.12	1.42	1.4%	102.30
Low	99.99	99.56	-0.43	-0.4%	99.27
Close	100.29	100.12	-0.17	-0.2%	100.91
Range	0.71	2.56	1.85	260.6%	3.03
ATR	1.62	1.68	0.07	4.2%	0.00
Volume	9,781	6,697	-3,084	-31.5%	41,712

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.28	106.76	101.53
R3	105.72	104.20	100.82
R2	103.16	103.16	100.59
R1	101.64	101.64	100.35	101.12
PP	100.60	100.60	100.60	100.34
S1	99.08	99.08	99.89	98.56
S2	98.04	98.04	99.65
S3	95.48	96.52	99.42
S4	92.92	93.96	98.71

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.92	108.44	102.58
R3	106.89	105.41	101.74
R2	103.86	103.86	101.47
R1	102.38	102.38	101.19	103.12
PP	100.83	100.83	100.83	101.20
S1	99.35	99.35	100.63	100.09
S2	97.80	97.80	100.35
S3	94.77	96.32	100.08
S4	91.74	93.29	99.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.30	99.27	3.03	3.0%	1.56	1.6%	28%	False	False	8,157
10	102.55	99.27	3.28	3.3%	1.38	1.4%	26%	False	False	9,357
20	103.67	99.12	4.55	4.5%	1.59	1.6%	22%	False	False	8,633

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	113.00
2.618	108.82
1.618	106.26
1.000	104.68
0.618	103.70
HIGH	102.12
0.618	101.14
0.500	100.84
0.382	100.54
LOW	99.56
0.618	97.98
1.000	97.00
1.618	95.42
2.618	92.86
4.250	88.68

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	100.84	100.84
PP	100.60	100.60
S1	100.36	100.36

Download as Excel Spreadsheet

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

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