NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 87.77 90.02 2.25 2.6% 87.00
High 91.05 90.96 -0.09 -0.1% 90.99
Low 87.59 89.52 1.93 2.2% 86.76
Close 90.39 89.92 -0.47 -0.5% 87.76
Range 3.46 1.44 -2.02 -58.4% 4.23
ATR 2.88 2.78 -0.10 -3.6% 0.00
Volume 5,352 8,617 3,265 61.0% 51,592
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.45 93.63 90.71
R3 93.01 92.19 90.32
R2 91.57 91.57 90.18
R1 90.75 90.75 90.05 90.44
PP 90.13 90.13 90.13 89.98
S1 89.31 89.31 89.79 89.00
S2 88.69 88.69 89.66
S3 87.25 87.87 89.52
S4 85.81 86.43 89.13
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.19 98.71 90.09
R3 96.96 94.48 88.92
R2 92.73 92.73 88.54
R1 90.25 90.25 88.15 91.49
PP 88.50 88.50 88.50 89.13
S1 86.02 86.02 87.37 87.26
S2 84.27 84.27 86.98
S3 80.04 81.79 86.60
S4 75.81 77.56 85.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.05 84.71 6.34 7.1% 2.54 2.8% 82% False False 11,281
10 91.05 84.71 6.34 7.1% 2.44 2.7% 82% False False 8,880
20 91.05 81.69 9.36 10.4% 2.67 3.0% 88% False False 8,758
40 102.42 78.59 23.83 26.5% 2.80 3.1% 48% False False 7,200
60 102.42 78.59 23.83 26.5% 2.56 2.8% 48% False False 6,579
80 105.34 78.59 26.75 29.7% 2.44 2.7% 42% False False 6,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 97.08
2.618 94.73
1.618 93.29
1.000 92.40
0.618 91.85
HIGH 90.96
0.618 90.41
0.500 90.24
0.382 90.07
LOW 89.52
0.618 88.63
1.000 88.08
1.618 87.19
2.618 85.75
4.250 83.40
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 90.24 89.24
PP 90.13 88.56
S1 90.03 87.88

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

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