NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 88.51 90.72 2.21 2.5% 87.80
High 91.43 91.22 -0.21 -0.2% 91.44
Low 88.10 89.92 1.82 2.1% 87.39
Close 90.83 90.32 -0.51 -0.6% 88.28
Range 3.33 1.30 -2.03 -61.0% 4.05
ATR 2.69 2.59 -0.10 -3.7% 0.00
Volume 3,942 6,063 2,121 53.8% 37,596
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.39 93.65 91.04
R3 93.09 92.35 90.68
R2 91.79 91.79 90.56
R1 91.05 91.05 90.44 90.77
PP 90.49 90.49 90.49 90.35
S1 89.75 89.75 90.20 89.47
S2 89.19 89.19 90.08
S3 87.89 88.45 89.96
S4 86.59 87.15 89.61
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 6.8% 2.37 2.6% 82% False False 8,110
10 91.44 85.28 6.16 6.8% 2.28 2.5% 82% False False 6,456
20 91.44 82.93 8.51 9.4% 2.40 2.7% 87% False False 6,293
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 96.75
2.618 94.62
1.618 93.32
1.000 92.52
0.618 92.02
HIGH 91.22
0.618 90.72
0.500 90.57
0.382 90.42
LOW 89.92
0.618 89.12
1.000 88.62
1.618 87.82
2.618 86.52
4.250 84.40
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 90.57 89.67
PP 90.49 89.01
S1 90.40 88.36

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

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