NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 83.94 80.93 -3.01 -3.6% 88.22
High 85.11 84.43 -0.68 -0.8% 88.50
Low 81.09 80.18 -0.91 -1.1% 78.09
Close 81.73 82.55 0.82 1.0% 80.40
Range 4.02 4.25 0.23 5.7% 10.41
ATR 3.38 3.44 0.06 1.8% 0.00
Volume 31,384 31,423 39 0.1% 146,854
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.14 93.09 84.89
R3 90.89 88.84 83.72
R2 86.64 86.64 83.33
R1 84.59 84.59 82.94 85.62
PP 82.39 82.39 82.39 82.90
S1 80.34 80.34 82.16 81.37
S2 78.14 78.14 81.77
S3 73.89 76.09 81.38
S4 69.64 71.84 80.21
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.56 107.39 86.13
R3 103.15 96.98 83.26
R2 92.74 92.74 82.31
R1 86.57 86.57 81.35 84.45
PP 82.33 82.33 82.33 81.27
S1 76.16 76.16 79.45 74.04
S2 71.92 71.92 78.49
S3 61.51 65.75 77.54
S4 51.10 55.34 74.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.24 77.70 7.54 9.1% 4.07 4.9% 64% False False 35,051
10 90.34 77.70 12.64 15.3% 3.63 4.4% 38% False False 30,980
20 91.14 77.70 13.44 16.3% 3.20 3.9% 36% False False 30,235
40 93.63 77.70 15.93 19.3% 3.33 4.0% 30% False False 23,462
60 102.12 77.70 24.42 29.6% 3.02 3.7% 20% False False 18,581
80 104.25 77.70 26.55 32.2% 2.83 3.4% 18% False False 16,303
100 105.47 77.70 27.77 33.6% 2.78 3.4% 17% False False 14,232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.49
2.618 95.56
1.618 91.31
1.000 88.68
0.618 87.06
HIGH 84.43
0.618 82.81
0.500 82.31
0.382 81.80
LOW 80.18
0.618 77.55
1.000 75.93
1.618 73.30
2.618 69.05
4.250 62.12
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 82.47 82.71
PP 82.39 82.66
S1 82.31 82.60

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

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