NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 86.87 88.10 1.23 1.4% 87.48
High 88.84 89.19 0.35 0.4% 91.22
Low 86.87 86.42 -0.45 -0.5% 86.51
Close 88.22 87.28 -0.94 -1.1% 89.53
Range 1.97 2.77 0.80 40.6% 4.71
ATR 2.54 2.56 0.02 0.6% 0.00
Volume 5,545 7,036 1,491 26.9% 47,878
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.94 94.38 88.80
R3 93.17 91.61 88.04
R2 90.40 90.40 87.79
R1 88.84 88.84 87.53 88.24
PP 87.63 87.63 87.63 87.33
S1 86.07 86.07 87.03 85.47
S2 84.86 84.86 86.77
S3 82.09 83.30 86.52
S4 79.32 80.53 85.76
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 91.16 86.29 4.87 5.6% 2.26 2.6% 20% False False 7,333
10 91.22 86.29 4.93 5.6% 2.33 2.7% 20% False False 8,260
20 91.44 85.28 6.16 7.1% 2.30 2.6% 32% False False 7,313
40 101.66 79.91 21.75 24.9% 2.58 3.0% 34% False False 6,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.96
2.618 96.44
1.618 93.67
1.000 91.96
0.618 90.90
HIGH 89.19
0.618 88.13
0.500 87.81
0.382 87.48
LOW 86.42
0.618 84.71
1.000 83.65
1.618 81.94
2.618 79.17
4.250 74.65
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 87.81 87.74
PP 87.63 87.59
S1 87.46 87.43

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

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