NYMEX Light Sweet Crude Oil Future January 2012


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 87.14 85.45 -1.69 -1.9% 87.02
High 88.50 85.50 -3.00 -3.4% 90.79
Low 85.58 80.19 -5.39 -6.3% 85.73
Close 86.46 80.99 -5.47 -6.3% 88.73
Range 2.92 5.31 2.39 81.8% 5.06
ATR 2.85 3.10 0.24 8.6% 0.00
Volume 21,610 28,964 7,354 34.0% 160,308
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 98.16 94.88 83.91
R3 92.85 89.57 82.45
R2 87.54 87.54 81.96
R1 84.26 84.26 81.48 83.25
PP 82.23 82.23 82.23 81.72
S1 78.95 78.95 80.50 77.94
S2 76.92 76.92 80.02
S3 71.61 73.64 79.53
S4 66.30 68.33 78.07
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.60 101.22 91.51
R3 98.54 96.16 90.12
R2 93.48 93.48 89.66
R1 91.10 91.10 89.19 92.29
PP 88.42 88.42 88.42 89.01
S1 86.04 86.04 88.27 87.23
S2 83.36 83.36 87.80
S3 78.30 80.98 87.34
S4 73.24 75.92 85.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.34 80.19 10.15 12.5% 3.19 3.9% 8% False True 26,910
10 90.79 80.19 10.60 13.1% 2.98 3.7% 8% False True 30,562
20 91.14 80.19 10.95 13.5% 2.80 3.5% 7% False True 25,927
40 100.07 77.84 22.23 27.4% 3.15 3.9% 14% False False 20,119
60 102.12 77.84 24.28 30.0% 2.85 3.5% 13% False False 16,435
80 104.94 77.84 27.10 33.5% 2.70 3.3% 12% False False 14,528
100 113.78 77.84 35.94 44.4% 2.82 3.5% 9% False False 12,658
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 0.65
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 108.07
2.618 99.40
1.618 94.09
1.000 90.81
0.618 88.78
HIGH 85.50
0.618 83.47
0.500 82.85
0.382 82.22
LOW 80.19
0.618 76.91
1.000 74.88
1.618 71.60
2.618 66.29
4.250 57.62
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 82.85 84.35
PP 82.23 83.23
S1 81.61 82.11

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

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