NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 88.26 86.19 -2.07 -2.3% 86.55
High 88.26 88.35 0.09 0.1% 90.88
Low 85.77 86.19 0.42 0.5% 86.04
Close 86.51 87.68 1.17 1.4% 89.00
Range 2.49 2.16 -0.33 -13.3% 4.84
ATR 2.72 2.68 -0.04 -1.5% 0.00
Volume 14,378 10,711 -3,667 -25.5% 76,948
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 93.89 92.94 88.87
R3 91.73 90.78 88.27
R2 89.57 89.57 88.08
R1 88.62 88.62 87.88 89.10
PP 87.41 87.41 87.41 87.64
S1 86.46 86.46 87.48 86.94
S2 85.25 85.25 87.28
S3 83.09 84.30 87.09
S4 80.93 82.14 86.49
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 90.80 85.77 5.03 5.7% 2.12 2.4% 38% False False 14,930
10 91.05 85.77 5.28 6.0% 2.47 2.8% 36% False False 13,224
20 91.05 84.71 6.34 7.2% 2.42 2.8% 47% False False 11,122
40 102.42 78.59 23.83 27.2% 2.84 3.2% 38% False False 9,160
60 102.42 78.59 23.83 27.2% 2.60 3.0% 38% False False 7,921
80 105.34 78.59 26.75 30.5% 2.49 2.8% 34% False False 7,230
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.53
2.618 94.00
1.618 91.84
1.000 90.51
0.618 89.68
HIGH 88.35
0.618 87.52
0.500 87.27
0.382 87.02
LOW 86.19
0.618 84.86
1.000 84.03
1.618 82.70
2.618 80.54
4.250 77.01
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 87.54 88.14
PP 87.41 87.98
S1 87.27 87.83

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

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