NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 87.35 89.54 2.19 2.5% 86.91
High 89.72 91.10 1.38 1.5% 91.25
Low 86.20 88.76 2.56 3.0% 85.02
Close 89.01 90.80 1.79 2.0% 88.43
Range 3.52 2.34 -1.18 -33.5% 6.23
ATR 2.80 2.77 -0.03 -1.2% 0.00
Volume 17,653 12,158 -5,495 -31.1% 51,116
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 97.24 96.36 92.09
R3 94.90 94.02 91.44
R2 92.56 92.56 91.23
R1 91.68 91.68 91.01 92.12
PP 90.22 90.22 90.22 90.44
S1 89.34 89.34 90.59 89.78
S2 87.88 87.88 90.37
S3 85.54 87.00 90.16
S4 83.20 84.66 89.51
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 106.92 103.91 91.86
R3 100.69 97.68 90.14
R2 94.46 94.46 89.57
R1 91.45 91.45 89.00 92.96
PP 88.23 88.23 88.23 88.99
S1 85.22 85.22 87.86 86.73
S2 82.00 82.00 87.29
S3 75.77 78.99 86.72
S4 69.54 72.76 85.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.25 86.20 5.05 5.6% 2.79 3.1% 91% False False 13,583
10 91.34 85.02 6.32 7.0% 2.50 2.8% 91% False False 14,487
20 91.34 81.40 9.94 10.9% 2.64 2.9% 95% False False 11,329
40 102.81 79.11 23.70 26.1% 2.76 3.0% 49% False False 9,435
60 102.81 79.11 23.70 26.1% 2.43 2.7% 49% False False 8,171
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 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.05
2.618 97.23
1.618 94.89
1.000 93.44
0.618 92.55
HIGH 91.10
0.618 90.21
0.500 89.93
0.382 89.65
LOW 88.76
0.618 87.31
1.000 86.42
1.618 84.97
2.618 82.63
4.250 78.82
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 90.51 90.08
PP 90.22 89.37
S1 89.93 88.65

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

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