NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 88.65 89.39 0.74 0.8% 86.99
High 90.29 89.93 -0.36 -0.4% 90.60
Low 88.14 87.22 -0.92 -1.0% 85.17
Close 89.59 88.18 -1.41 -1.6% 88.18
Range 2.15 2.71 0.56 26.0% 5.43
ATR 3.06 3.03 -0.02 -0.8% 0.00
Volume 142,096 170,059 27,963 19.7% 702,350
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 96.57 95.09 89.67
R3 93.86 92.38 88.93
R2 91.15 91.15 88.68
R1 89.67 89.67 88.43 89.06
PP 88.44 88.44 88.44 88.14
S1 86.96 86.96 87.93 86.35
S2 85.73 85.73 87.68
S3 83.02 84.25 87.43
S4 80.31 81.54 86.69
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 104.27 101.66 91.17
R3 98.84 96.23 89.67
R2 93.41 93.41 89.18
R1 90.80 90.80 88.68 92.11
PP 87.98 87.98 87.98 88.64
S1 85.37 85.37 87.68 86.68
S2 82.55 82.55 87.18
S3 77.12 79.94 86.69
S4 71.69 74.51 85.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.60 85.17 5.43 6.2% 2.69 3.0% 55% False False 140,470
10 90.69 83.47 7.22 8.2% 3.02 3.4% 65% False False 109,375
20 90.69 79.76 10.93 12.4% 2.90 3.3% 77% False False 89,451
40 101.39 76.61 24.78 28.1% 3.23 3.7% 47% False False 69,315
60 101.39 76.61 24.78 28.1% 3.03 3.4% 47% False False 55,502
80 104.85 76.61 28.24 32.0% 2.91 3.3% 41% False False 45,488
100 115.57 76.61 38.96 44.2% 3.07 3.5% 30% False False 38,234
120 115.57 76.61 38.96 44.2% 2.85 3.2% 30% False False 33,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.45
2.618 97.02
1.618 94.31
1.000 92.64
0.618 91.60
HIGH 89.93
0.618 88.89
0.500 88.58
0.382 88.26
LOW 87.22
0.618 85.55
1.000 84.51
1.618 82.84
2.618 80.13
4.250 75.70
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 88.58 88.77
PP 88.44 88.57
S1 88.31 88.38

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

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