NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 81.37 81.91 0.54 0.7% 88.26
High 82.02 85.48 3.46 4.2% 88.69
Low 77.95 81.75 3.80 4.9% 78.40
Close 80.98 85.17 4.19 5.2% 80.69
Range 4.07 3.73 -0.34 -8.4% 10.29
ATR 3.08 3.18 0.10 3.3% 0.00
Volume 25,031 12,220 -12,811 -51.2% 76,443
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.32 93.98 87.22
R3 91.59 90.25 86.20
R2 87.86 87.86 85.85
R1 86.52 86.52 85.51 87.19
PP 84.13 84.13 84.13 84.47
S1 82.79 82.79 84.83 83.46
S2 80.40 80.40 84.49
S3 76.67 79.06 84.14
S4 72.94 75.33 83.12
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 77.95 10.74 12.6% 3.92 4.6% 67% False False 17,721
10 90.80 77.95 12.85 15.1% 3.02 3.5% 56% False False 16,325
20 91.05 77.95 13.10 15.4% 2.80 3.3% 55% False False 13,886
40 97.85 77.95 19.90 23.4% 3.03 3.6% 36% False False 10,798
60 102.42 77.95 24.47 28.7% 2.80 3.3% 30% False False 8,935
80 104.37 77.95 26.42 31.0% 2.60 3.1% 27% False False 8,101
Crabel Price Patterns
NR True
NR4 True
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 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.33
2.618 95.25
1.618 91.52
1.000 89.21
0.618 87.79
HIGH 85.48
0.618 84.06
0.500 83.62
0.382 83.17
LOW 81.75
0.618 79.44
1.000 78.02
1.618 75.71
2.618 71.98
4.250 65.90
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 84.65 84.02
PP 84.13 82.87
S1 83.62 81.72

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

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