NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 82.50 83.05 0.55 0.7% 80.82
High 84.78 84.02 -0.76 -0.9% 85.85
Low 81.30 79.49 -1.81 -2.2% 78.72
Close 83.21 80.02 -3.19 -3.8% 80.02
Range 3.48 4.53 1.05 30.2% 7.13
ATR 3.10 3.20 0.10 3.3% 0.00
Volume 6,602 5,250 -1,352 -20.5% 33,295
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.77 91.92 82.51
R3 90.24 87.39 81.27
R2 85.71 85.71 80.85
R1 82.86 82.86 80.44 82.02
PP 81.18 81.18 81.18 80.76
S1 78.33 78.33 79.60 77.49
S2 76.65 76.65 79.19
S3 72.12 73.80 78.77
S4 67.59 69.27 77.53
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 102.92 98.60 83.94
R3 95.79 91.47 81.98
R2 88.66 88.66 81.33
R1 84.34 84.34 80.67 82.94
PP 81.53 81.53 81.53 80.83
S1 77.21 77.21 79.37 75.81
S2 74.40 74.40 78.71
S3 67.27 70.08 78.06
S4 60.14 62.95 76.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.85 78.72 7.13 8.9% 3.62 4.5% 18% False False 6,659
10 89.19 78.72 10.47 13.1% 3.38 4.2% 12% False False 6,933
20 91.43 78.72 12.71 15.9% 2.95 3.7% 10% False False 7,428
40 91.44 78.72 12.72 15.9% 2.85 3.6% 10% False False 6,849
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 0.68
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.27
2.618 95.88
1.618 91.35
1.000 88.55
0.618 86.82
HIGH 84.02
0.618 82.29
0.500 81.76
0.382 81.22
LOW 79.49
0.618 76.69
1.000 74.96
1.618 72.16
2.618 67.63
4.250 60.24
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 81.76 82.61
PP 81.18 81.75
S1 80.60 80.88

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

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