NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 90.18 87.48 -2.70 -3.0% 87.27
High 90.58 90.01 -0.57 -0.6% 91.43
Low 87.24 86.51 -0.73 -0.8% 85.28
Close 88.67 89.21 0.54 0.6% 88.67
Range 3.34 3.50 0.16 4.8% 6.15
ATR 2.64 2.70 0.06 2.3% 0.00
Volume 9,318 9,340 22 0.2% 26,123
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 99.08 97.64 91.14
R3 95.58 94.14 90.17
R2 92.08 92.08 89.85
R1 90.64 90.64 89.53 91.36
PP 88.58 88.58 88.58 88.94
S1 87.14 87.14 88.89 87.86
S2 85.08 85.08 88.57
S3 81.58 83.64 88.25
S4 78.08 80.14 87.29
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 106.91 103.94 92.05
R3 100.76 97.79 90.36
R2 94.61 94.61 89.80
R1 91.64 91.64 89.23 93.13
PP 88.46 88.46 88.46 89.20
S1 85.49 85.49 88.11 86.98
S2 82.31 82.31 87.54
S3 76.16 79.34 86.98
S4 70.01 73.19 85.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.43 85.28 6.15 6.9% 2.92 3.3% 64% False False 7,092
10 91.44 85.28 6.16 6.9% 2.43 2.7% 64% False False 7,305
20 91.44 82.93 8.51 9.5% 2.49 2.8% 74% False False 6,419
40 102.67 79.91 22.76 25.5% 2.47 2.8% 41% False False 5,503
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 0.45
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 104.89
2.618 99.17
1.618 95.67
1.000 93.51
0.618 92.17
HIGH 90.01
0.618 88.67
0.500 88.26
0.382 87.85
LOW 86.51
0.618 84.35
1.000 83.01
1.618 80.85
2.618 77.35
4.250 71.64
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 88.89 89.10
PP 88.58 88.98
S1 88.26 88.87

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

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