NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 89.32 90.88 1.56 1.7% 87.48
High 91.16 90.91 -0.25 -0.3% 91.22
Low 89.31 88.70 -0.61 -0.7% 86.51
Close 90.65 89.53 -1.12 -1.2% 89.53
Range 1.85 2.21 0.36 19.5% 4.71
ATR 2.56 2.54 -0.03 -1.0% 0.00
Volume 11,000 6,324 -4,676 -42.5% 47,878
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 96.34 95.15 90.75
R3 94.13 92.94 90.14
R2 91.92 91.92 89.94
R1 90.73 90.73 89.73 90.22
PP 89.71 89.71 89.71 89.46
S1 88.52 88.52 89.33 88.01
S2 87.50 87.50 89.12
S3 85.29 86.31 88.92
S4 83.08 84.10 88.31
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.22 101.08 92.12
R3 98.51 96.37 90.83
R2 93.80 93.80 90.39
R1 91.66 91.66 89.96 92.73
PP 89.09 89.09 89.09 89.62
S1 86.95 86.95 89.10 88.02
S2 84.38 84.38 88.67
S3 79.67 82.24 88.23
S4 74.96 77.53 86.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.22 86.51 4.71 5.3% 2.27 2.5% 64% False False 9,575
10 91.43 85.28 6.15 6.9% 2.53 2.8% 69% False False 7,924
20 91.44 82.93 8.51 9.5% 2.36 2.6% 78% False False 7,473
40 102.67 79.91 22.76 25.4% 2.50 2.8% 42% False False 6,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.30
2.618 96.70
1.618 94.49
1.000 93.12
0.618 92.28
HIGH 90.91
0.618 90.07
0.500 89.81
0.382 89.54
LOW 88.70
0.618 87.33
1.000 86.49
1.618 85.12
2.618 82.91
4.250 79.31
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 89.81 89.93
PP 89.71 89.80
S1 89.62 89.66

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

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