NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 85.75 81.76 -3.99 -4.7% 88.26
High 85.75 82.23 -3.52 -4.1% 88.69
Low 80.56 78.40 -2.16 -2.7% 78.40
Close 81.23 80.69 -0.54 -0.7% 80.69
Range 5.19 3.83 -1.36 -26.2% 10.29
ATR 2.94 3.00 0.06 2.2% 0.00
Volume 19,859 19,952 93 0.5% 76,443
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 91.93 90.14 82.80
R3 88.10 86.31 81.74
R2 84.27 84.27 81.39
R1 82.48 82.48 81.04 81.46
PP 80.44 80.44 80.44 79.93
S1 78.65 78.65 80.34 77.63
S2 76.61 76.61 79.99
S3 72.78 74.82 79.64
S4 68.95 70.99 78.58
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.46 107.37 86.35
R3 103.17 97.08 83.52
R2 92.88 92.88 82.58
R1 86.79 86.79 81.63 84.69
PP 82.59 82.59 82.59 81.55
S1 76.50 76.50 79.75 74.40
S2 72.30 72.30 78.80
S3 62.01 66.21 77.86
S4 51.72 55.92 75.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.69 78.40 10.29 12.8% 3.29 4.1% 22% False True 15,288
10 90.88 78.40 12.48 15.5% 2.82 3.5% 18% False True 15,339
20 91.05 78.40 12.65 15.7% 2.63 3.3% 18% False True 12,567
40 100.45 78.40 22.05 27.3% 3.00 3.7% 10% False True 10,037
60 102.42 78.40 24.02 29.8% 2.72 3.4% 10% False True 8,494
80 104.37 78.40 25.97 32.2% 2.55 3.2% 9% False True 7,752
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.51
2.618 92.26
1.618 88.43
1.000 86.06
0.618 84.60
HIGH 82.23
0.618 80.77
0.500 80.32
0.382 79.86
LOW 78.40
0.618 76.03
1.000 74.57
1.618 72.20
2.618 68.37
4.250 62.12
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 80.57 83.55
PP 80.44 82.59
S1 80.32 81.64

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

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