NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 87.53 88.94 1.41 1.6% 89.44
High 88.13 91.26 3.13 3.6% 91.59
Low 85.83 88.87 3.04 3.5% 87.70
Close 88.15 91.02 2.87 3.3% 88.52
Range 2.30 2.39 0.09 3.9% 3.89
ATR 2.37 2.42 0.05 2.2% 0.00
Volume 5,016 2,776 -2,240 -44.7% 30,721
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 97.55 96.68 92.33
R3 95.16 94.29 91.68
R2 92.77 92.77 91.46
R1 91.90 91.90 91.24 92.34
PP 90.38 90.38 90.38 90.60
S1 89.51 89.51 90.80 89.95
S2 87.99 87.99 90.58
S3 85.60 87.12 90.36
S4 83.21 84.73 89.71
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 100.94 98.62 90.66
R3 97.05 94.73 89.59
R2 93.16 93.16 89.23
R1 90.84 90.84 88.88 90.06
PP 89.27 89.27 89.27 88.88
S1 86.95 86.95 88.16 86.17
S2 85.38 85.38 87.81
S3 81.49 83.06 87.45
S4 77.60 79.17 86.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.59 85.83 5.76 6.3% 1.87 2.1% 90% False False 6,523
10 91.59 85.83 5.76 6.3% 1.72 1.9% 90% False False 5,130
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 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 101.42
2.618 97.52
1.618 95.13
1.000 93.65
0.618 92.74
HIGH 91.26
0.618 90.35
0.500 90.07
0.382 89.78
LOW 88.87
0.618 87.39
1.000 86.48
1.618 85.00
2.618 82.61
4.250 78.71
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 90.70 90.20
PP 90.38 89.37
S1 90.07 88.55

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

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