NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 84.41 80.82 -3.59 -4.3% 88.26
High 85.28 84.54 -0.74 -0.9% 88.69
Low 81.47 80.60 -0.87 -1.1% 78.40
Close 82.00 82.75 0.75 0.9% 80.69
Range 3.81 3.94 0.13 3.4% 10.29
ATR 3.23 3.28 0.05 1.6% 0.00
Volume 14,444 14,454 10 0.1% 76,443
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.45 92.54 84.92
R3 90.51 88.60 83.83
R2 86.57 86.57 83.47
R1 84.66 84.66 83.11 85.62
PP 82.63 82.63 82.63 83.11
S1 80.72 80.72 82.39 81.68
S2 78.69 78.69 82.03
S3 74.75 76.78 81.67
S4 70.81 72.84 80.58
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 85.48 77.95 7.53 9.1% 3.88 4.7% 64% False False 17,220
10 90.50 77.95 12.55 15.2% 3.44 4.2% 38% False False 15,386
20 91.05 77.95 13.10 15.8% 2.99 3.6% 37% False False 14,609
40 94.50 77.95 16.55 20.0% 3.12 3.8% 29% False False 11,250
60 102.42 77.95 24.47 29.6% 2.87 3.5% 20% False False 9,262
80 104.37 77.95 26.42 31.9% 2.65 3.2% 18% False False 8,361
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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.29
2.618 94.85
1.618 90.91
1.000 88.48
0.618 86.97
HIGH 84.54
0.618 83.03
0.500 82.57
0.382 82.11
LOW 80.60
0.618 78.17
1.000 76.66
1.618 74.23
2.618 70.29
4.250 63.86
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 82.69 83.04
PP 82.63 82.94
S1 82.57 82.85

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

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