NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 86.51 84.81 -1.70 -2.0% 86.99
High 87.99 85.00 -2.99 -3.4% 90.60
Low 84.92 79.66 -5.26 -6.2% 85.17
Close 85.92 80.51 -5.41 -6.3% 88.18
Range 3.07 5.34 2.27 73.9% 5.43
ATR 3.01 3.24 0.23 7.7% 0.00
Volume 285,267 444,151 158,884 55.7% 702,350
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 97.74 94.47 83.45
R3 92.40 89.13 81.98
R2 87.06 87.06 81.49
R1 83.79 83.79 81.00 82.76
PP 81.72 81.72 81.72 81.21
S1 78.45 78.45 80.02 77.42
S2 76.38 76.38 79.53
S3 71.04 73.11 79.04
S4 65.70 67.77 77.57
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 89.93 79.66 10.27 12.8% 3.29 4.1% 8% False True 285,321
10 90.60 79.66 10.94 13.6% 3.10 3.8% 8% False True 203,961
20 90.69 79.66 11.03 13.7% 2.94 3.7% 8% False True 140,082
40 99.35 76.61 22.74 28.2% 3.38 4.2% 17% False False 97,219
60 101.39 76.61 24.78 30.8% 3.09 3.8% 16% False False 74,462
80 104.85 76.61 28.24 35.1% 2.97 3.7% 14% False False 60,619
100 113.86 76.61 37.25 46.3% 3.11 3.9% 10% False False 50,544
120 115.57 76.61 38.96 48.4% 2.92 3.6% 10% False False 43,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 107.70
2.618 98.98
1.618 93.64
1.000 90.34
0.618 88.30
HIGH 85.00
0.618 82.96
0.500 82.33
0.382 81.70
LOW 79.66
0.618 76.36
1.000 74.32
1.618 71.02
2.618 65.68
4.250 56.97
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 82.33 83.83
PP 81.72 82.72
S1 81.12 81.62

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

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