NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 81.91 84.41 2.50 3.1% 88.26
High 85.48 85.28 -0.20 -0.2% 88.69
Low 81.75 81.47 -0.28 -0.3% 78.40
Close 85.17 82.00 -3.17 -3.7% 80.69
Range 3.73 3.81 0.08 2.1% 10.29
ATR 3.18 3.23 0.04 1.4% 0.00
Volume 12,220 14,444 2,224 18.2% 76,443
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.35 91.98 84.10
R3 90.54 88.17 83.05
R2 86.73 86.73 82.70
R1 84.36 84.36 82.35 83.64
PP 82.92 82.92 82.92 82.56
S1 80.55 80.55 81.65 79.83
S2 79.11 79.11 81.30
S3 75.30 76.74 80.95
S4 71.49 72.93 79.90
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 85.75 77.95 7.80 9.5% 4.13 5.0% 52% False False 18,301
10 90.80 77.95 12.85 15.7% 3.24 3.9% 32% False False 15,947
20 91.05 77.95 13.10 16.0% 2.88 3.5% 31% False False 14,387
40 95.50 77.95 17.55 21.4% 3.07 3.7% 23% False False 10,978
60 102.42 77.95 24.47 29.8% 2.83 3.4% 17% False False 9,102
80 104.37 77.95 26.42 32.2% 2.63 3.2% 15% False False 8,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.47
2.618 95.25
1.618 91.44
1.000 89.09
0.618 87.63
HIGH 85.28
0.618 83.82
0.500 83.38
0.382 82.93
LOW 81.47
0.618 79.12
1.000 77.66
1.618 75.31
2.618 71.50
4.250 65.28
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 83.38 81.91
PP 82.92 81.81
S1 82.46 81.72

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

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