NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 86.70 88.95 2.25 2.6% 86.46
High 88.97 90.52 1.55 1.7% 90.48
Low 85.00 87.81 2.81 3.3% 83.20
Close 88.19 90.21 2.02 2.3% 87.24
Range 3.97 2.71 -1.26 -31.7% 7.28
ATR 3.31 3.26 -0.04 -1.3% 0.00
Volume 319,511 331,615 12,104 3.8% 1,224,418
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 97.64 96.64 91.70
R3 94.93 93.93 90.96
R2 92.22 92.22 90.71
R1 91.22 91.22 90.46 91.72
PP 89.51 89.51 89.51 89.77
S1 88.51 88.51 89.96 89.01
S2 86.80 86.80 89.71
S3 84.09 85.80 89.46
S4 81.38 83.09 88.72
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 108.81 105.31 91.24
R3 101.53 98.03 89.24
R2 94.25 94.25 88.57
R1 90.75 90.75 87.91 92.50
PP 86.97 86.97 86.97 87.85
S1 83.47 83.47 86.57 85.22
S2 79.69 79.69 85.91
S3 72.41 76.19 85.24
S4 65.13 68.91 83.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.52 85.00 5.52 6.1% 3.34 3.7% 94% True False 313,652
10 90.52 83.20 7.32 8.1% 3.00 3.3% 96% True False 302,133
20 90.52 79.38 11.14 12.3% 3.14 3.5% 97% True False 280,061
40 101.00 76.15 24.85 27.5% 3.33 3.7% 57% False False 185,806
60 101.00 76.15 24.85 27.5% 3.11 3.4% 57% False False 137,331
80 104.65 76.15 28.50 31.6% 3.04 3.4% 49% False False 108,933
100 115.58 76.15 39.43 43.7% 3.14 3.5% 36% False False 89,609
120 115.58 76.15 39.43 43.7% 2.94 3.3% 36% False False 76,250
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.04
2.618 97.61
1.618 94.90
1.000 93.23
0.618 92.19
HIGH 90.52
0.618 89.48
0.500 89.17
0.382 88.85
LOW 87.81
0.618 86.14
1.000 85.10
1.618 83.43
2.618 80.72
4.250 76.29
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 89.86 89.39
PP 89.51 88.58
S1 89.17 87.76

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

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