NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 90.14 87.27 -2.87 -3.2% 87.80
High 90.16 88.42 -1.74 -1.9% 91.44
Low 87.39 85.28 -2.11 -2.4% 87.39
Close 88.28 87.91 -0.37 -0.4% 88.28
Range 2.77 3.14 0.37 13.4% 4.05
ATR 2.58 2.62 0.04 1.5% 0.00
Volume 5,242 6,800 1,558 29.7% 37,596
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 96.62 95.41 89.64
R3 93.48 92.27 88.77
R2 90.34 90.34 88.49
R1 89.13 89.13 88.20 89.74
PP 87.20 87.20 87.20 87.51
S1 85.99 85.99 87.62 86.60
S2 84.06 84.06 87.33
S3 80.92 82.85 87.05
S4 77.78 79.71 86.18
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.19 98.78 90.51
R3 97.14 94.73 89.39
R2 93.09 93.09 89.02
R1 90.68 90.68 88.65 91.89
PP 89.04 89.04 89.04 89.64
S1 86.63 86.63 87.91 87.84
S2 84.99 84.99 87.54
S3 80.94 82.58 87.17
S4 76.89 78.53 86.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.44 85.28 6.16 7.0% 2.23 2.5% 43% False True 8,218
10 91.44 85.28 6.16 7.0% 2.21 2.5% 43% False True 6,491
20 91.44 79.91 11.53 13.1% 2.63 3.0% 69% False False 6,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.77
2.618 96.64
1.618 93.50
1.000 91.56
0.618 90.36
HIGH 88.42
0.618 87.22
0.500 86.85
0.382 86.48
LOW 85.28
0.618 83.34
1.000 82.14
1.618 80.20
2.618 77.06
4.250 71.94
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 87.56 88.36
PP 87.20 88.21
S1 86.85 88.06

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

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