NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 90.74 88.06 -2.68 -3.0% 87.35
High 90.75 88.52 -2.23 -2.5% 91.10
Low 88.41 85.97 -2.44 -2.8% 86.20
Close 89.27 86.76 -2.51 -2.8% 89.27
Range 2.34 2.55 0.21 9.0% 4.90
ATR 2.63 2.67 0.05 1.8% 0.00
Volume 10,665 8,882 -1,783 -16.7% 86,930
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.73 93.30 88.16
R3 92.18 90.75 87.46
R2 89.63 89.63 87.23
R1 88.20 88.20 86.99 87.64
PP 87.08 87.08 87.08 86.81
S1 85.65 85.65 86.53 85.09
S2 84.53 84.53 86.29
S3 81.98 83.10 86.06
S4 79.43 80.55 85.36
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.56 101.31 91.97
R3 98.66 96.41 90.62
R2 93.76 93.76 90.17
R1 91.51 91.51 89.72 92.64
PP 88.86 88.86 88.86 89.42
S1 86.61 86.61 88.82 87.74
S2 83.96 83.96 88.37
S3 79.06 81.71 87.92
S4 74.16 76.81 86.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.10 85.97 5.13 5.9% 2.14 2.5% 15% False True 15,631
10 91.25 85.02 6.23 7.2% 2.54 2.9% 28% False False 14,692
20 91.34 83.33 8.01 9.2% 2.36 2.7% 43% False False 12,868
40 102.81 79.11 23.70 27.3% 2.79 3.2% 32% False False 10,575
60 102.81 79.11 23.70 27.3% 2.41 2.8% 32% False False 8,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.36
2.618 95.20
1.618 92.65
1.000 91.07
0.618 90.10
HIGH 88.52
0.618 87.55
0.500 87.25
0.382 86.94
LOW 85.97
0.618 84.39
1.000 83.42
1.618 81.84
2.618 79.29
4.250 75.13
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 87.25 88.45
PP 87.08 87.89
S1 86.92 87.32

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

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