NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 87.40 85.75 -1.65 -1.9% 86.55
High 88.69 85.75 -2.94 -3.3% 90.88
Low 85.90 80.56 -5.34 -6.2% 86.04
Close 86.73 81.23 -5.50 -6.3% 89.00
Range 2.79 5.19 2.40 86.0% 4.84
ATR 2.69 2.94 0.25 9.2% 0.00
Volume 11,543 19,859 8,316 72.0% 76,948
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 98.08 94.85 84.08
R3 92.89 89.66 82.66
R2 87.70 87.70 82.18
R1 84.47 84.47 81.71 83.49
PP 82.51 82.51 82.51 82.03
S1 79.28 79.28 80.75 78.30
S2 77.32 77.32 80.28
S3 72.13 74.09 79.80
S4 66.94 68.90 78.38
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 90.50 80.56 9.94 12.2% 2.99 3.7% 7% False True 13,552
10 90.88 80.56 10.32 12.7% 2.78 3.4% 6% False True 14,967
20 91.05 80.56 10.49 12.9% 2.61 3.2% 6% False True 11,923
40 100.45 78.59 21.86 26.9% 2.93 3.6% 12% False False 9,632
60 102.42 78.59 23.83 29.3% 2.70 3.3% 11% False False 8,265
80 105.31 78.59 26.72 32.9% 2.54 3.1% 10% False False 7,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 107.81
2.618 99.34
1.618 94.15
1.000 90.94
0.618 88.96
HIGH 85.75
0.618 83.77
0.500 83.16
0.382 82.54
LOW 80.56
0.618 77.35
1.000 75.37
1.618 72.16
2.618 66.97
4.250 58.50
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 83.16 84.63
PP 82.51 83.49
S1 81.87 82.36

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

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