NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 89.39 87.00 -2.39 -2.7% 87.03
High 89.90 89.30 -0.60 -0.7% 90.96
Low 86.14 85.42 -0.72 -0.8% 83.88
Close 87.68 88.46 0.78 0.9% 87.68
Range 3.76 3.88 0.12 3.2% 7.08
ATR 3.19 3.24 0.05 1.5% 0.00
Volume 75,693 102,548 26,855 35.5% 335,623
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 99.37 97.79 90.59
R3 95.49 93.91 89.53
R2 91.61 91.61 89.17
R1 90.03 90.03 88.82 90.82
PP 87.73 87.73 87.73 88.12
S1 86.15 86.15 88.10 86.94
S2 83.85 83.85 87.75
S3 79.97 82.27 87.39
S4 76.09 78.39 86.33
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 108.75 105.29 91.57
R3 101.67 98.21 89.63
R2 94.59 94.59 88.98
R1 91.13 91.13 88.33 92.86
PP 87.51 87.51 87.51 88.37
S1 84.05 84.05 87.03 85.78
S2 80.43 80.43 86.38
S3 73.35 76.97 85.73
S4 66.27 69.89 83.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.96 83.88 7.08 8.0% 3.39 3.8% 65% False False 87,634
10 90.96 83.88 7.08 8.0% 2.91 3.3% 65% False False 89,679
20 90.96 80.15 10.81 12.2% 3.11 3.5% 77% False False 81,577
40 101.83 77.12 24.71 27.9% 3.26 3.7% 46% False False 73,504
60 101.83 77.12 24.71 27.9% 3.06 3.5% 46% False False 68,187
80 105.14 77.12 28.02 31.7% 2.98 3.4% 40% False False 64,739
100 115.50 77.12 38.38 43.4% 3.15 3.6% 30% False False 61,352
120 115.50 77.12 38.38 43.4% 2.99 3.4% 30% False False 58,060
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 0.57
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.79
2.618 99.46
1.618 95.58
1.000 93.18
0.618 91.70
HIGH 89.30
0.618 87.82
0.500 87.36
0.382 86.90
LOW 85.42
0.618 83.02
1.000 81.54
1.618 79.14
2.618 75.26
4.250 68.93
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 88.09 88.32
PP 87.73 88.17
S1 87.36 88.03

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

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