NYMEX Light Sweet Crude Oil Future April 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 90.88 88.27 -2.61 -2.9% 87.48
High 90.91 88.81 -2.10 -2.3% 91.22
Low 88.70 86.29 -2.41 -2.7% 86.51
Close 89.53 87.02 -2.51 -2.8% 89.53
Range 2.21 2.52 0.31 14.0% 4.71
ATR 2.54 2.59 0.05 2.0% 0.00
Volume 6,324 6,760 436 6.9% 47,878
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.93 93.50 88.41
R3 92.41 90.98 87.71
R2 89.89 89.89 87.48
R1 88.46 88.46 87.25 87.92
PP 87.37 87.37 87.37 87.10
S1 85.94 85.94 86.79 85.40
S2 84.85 84.85 86.56
S3 82.33 83.42 86.33
S4 79.81 80.90 85.63
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 86.29 4.93 5.7% 2.08 2.4% 15% False True 9,059
10 91.43 85.28 6.15 7.1% 2.50 2.9% 28% False False 8,076
20 91.44 84.15 7.29 8.4% 2.34 2.7% 39% False False 7,212
40 102.67 79.91 22.76 26.2% 2.53 2.9% 31% False False 6,205
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 0.52
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.52
2.618 95.41
1.618 92.89
1.000 91.33
0.618 90.37
HIGH 88.81
0.618 87.85
0.500 87.55
0.382 87.25
LOW 86.29
0.618 84.73
1.000 83.77
1.618 82.21
2.618 79.69
4.250 75.58
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 87.55 88.73
PP 87.37 88.16
S1 87.20 87.59

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

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