NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 90.24 88.26 -1.98 -2.2% 86.55
High 90.50 88.26 -2.24 -2.5% 90.88
Low 88.16 85.77 -2.39 -2.7% 86.04
Close 89.00 86.51 -2.49 -2.8% 89.00
Range 2.34 2.49 0.15 6.4% 4.84
ATR 2.69 2.72 0.04 1.4% 0.00
Volume 11,272 14,378 3,106 27.6% 76,948
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.32 92.90 87.88
R3 91.83 90.41 87.19
R2 89.34 89.34 86.97
R1 87.92 87.92 86.74 87.39
PP 86.85 86.85 86.85 86.58
S1 85.43 85.43 86.28 84.90
S2 84.36 84.36 86.05
S3 81.87 82.94 85.83
S4 79.38 80.45 85.14
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.16 100.92 91.66
R3 98.32 96.08 90.33
R2 93.48 93.48 89.89
R1 91.24 91.24 89.44 92.36
PP 88.64 88.64 88.64 89.20
S1 86.40 86.40 88.56 87.52
S2 83.80 83.80 88.11
S3 78.96 81.56 87.67
S4 74.12 76.72 86.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.88 85.77 5.11 5.9% 2.14 2.5% 14% False True 15,208
10 91.05 84.71 6.34 7.3% 2.56 3.0% 28% False False 13,110
20 91.05 83.65 7.40 8.6% 2.42 2.8% 39% False False 10,882
40 102.42 78.59 23.83 27.5% 2.82 3.3% 33% False False 9,046
60 102.42 78.59 23.83 27.5% 2.58 3.0% 33% False False 7,850
80 105.34 78.59 26.75 30.9% 2.48 2.9% 30% False False 7,128
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 0.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.84
2.618 94.78
1.618 92.29
1.000 90.75
0.618 89.80
HIGH 88.26
0.618 87.31
0.500 87.02
0.382 86.72
LOW 85.77
0.618 84.23
1.000 83.28
1.618 81.74
2.618 79.25
4.250 75.19
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 87.02 88.29
PP 86.85 87.69
S1 86.68 87.10

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

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