NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 88.10 85.44 -2.66 -3.0% 87.48
High 89.19 85.58 -3.61 -4.0% 91.22
Low 86.42 81.04 -5.38 -6.2% 86.51
Close 87.28 81.78 -5.50 -6.3% 89.53
Range 2.77 4.54 1.77 63.9% 4.71
ATR 2.56 2.82 0.26 10.3% 0.00
Volume 7,036 8,637 1,601 22.8% 47,878
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 96.42 93.64 84.28
R3 91.88 89.10 83.03
R2 87.34 87.34 82.61
R1 84.56 84.56 82.20 83.68
PP 82.80 82.80 82.80 82.36
S1 80.02 80.02 81.36 79.14
S2 78.26 78.26 80.95
S3 73.72 75.48 80.53
S4 69.18 70.94 79.28
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 90.91 81.04 9.87 12.1% 2.80 3.4% 7% False True 6,860
10 91.22 81.04 10.18 12.4% 2.65 3.2% 7% False True 8,517
20 91.44 81.04 10.40 12.7% 2.47 3.0% 7% False True 7,487
40 100.75 79.91 20.84 25.5% 2.66 3.2% 9% False False 6,339
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 0.43
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 104.88
2.618 97.47
1.618 92.93
1.000 90.12
0.618 88.39
HIGH 85.58
0.618 83.85
0.500 83.31
0.382 82.77
LOW 81.04
0.618 78.23
1.000 76.50
1.618 73.69
2.618 69.15
4.250 61.75
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 83.31 85.12
PP 82.80 84.00
S1 82.29 82.89

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

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