NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 89.48 89.69 0.21 0.2% 86.36
High 90.30 90.80 0.50 0.6% 91.05
Low 88.66 88.85 0.19 0.2% 84.71
Close 89.55 90.24 0.69 0.8% 88.18
Range 1.64 1.95 0.31 18.9% 6.34
ATR 2.77 2.71 -0.06 -2.1% 0.00
Volume 18,223 20,069 1,846 10.1% 39,774
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.81 94.98 91.31
R3 93.86 93.03 90.78
R2 91.91 91.91 90.60
R1 91.08 91.08 90.42 91.50
PP 89.96 89.96 89.96 90.17
S1 89.13 89.13 90.06 89.55
S2 88.01 88.01 89.88
S3 86.06 87.18 89.70
S4 84.11 85.23 89.17
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 107.00 103.93 91.67
R3 100.66 97.59 89.92
R2 94.32 94.32 89.34
R1 91.25 91.25 88.76 92.79
PP 87.98 87.98 87.98 88.75
S1 84.91 84.91 87.60 86.45
S2 81.64 81.64 87.02
S3 75.30 78.57 86.44
S4 68.96 72.23 84.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.88 86.04 4.84 5.4% 2.56 2.8% 87% False False 16,382
10 91.05 84.71 6.34 7.0% 2.55 2.8% 87% False False 13,832
20 91.05 81.69 9.36 10.4% 2.65 2.9% 91% False False 10,423
40 102.42 78.59 23.83 26.4% 2.79 3.1% 49% False False 8,600
60 102.42 78.59 23.83 26.4% 2.58 2.9% 49% False False 7,534
80 105.34 78.59 26.75 29.6% 2.48 2.7% 44% False False 6,885
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.09
2.618 95.91
1.618 93.96
1.000 92.75
0.618 92.01
HIGH 90.80
0.618 90.06
0.500 89.83
0.382 89.59
LOW 88.85
0.618 87.64
1.000 86.90
1.618 85.69
2.618 83.74
4.250 80.56
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 90.10 90.07
PP 89.96 89.90
S1 89.83 89.73

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

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