NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 89.11 87.75 -1.36 -1.5% 86.70
High 89.78 87.75 -2.03 -2.3% 90.52
Low 87.00 84.79 -2.21 -2.5% 85.00
Close 87.96 85.70 -2.26 -2.6% 87.96
Range 2.78 2.96 0.18 6.5% 5.52
ATR 3.08 3.09 0.01 0.2% 0.00
Volume 196,146 104,504 -91,642 -46.7% 1,410,276
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.96 93.29 87.33
R3 92.00 90.33 86.51
R2 89.04 89.04 86.24
R1 87.37 87.37 85.97 86.73
PP 86.08 86.08 86.08 85.76
S1 84.41 84.41 85.43 83.77
S2 83.12 83.12 85.16
S3 80.16 81.45 84.89
S4 77.20 78.49 84.07
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 104.39 101.69 91.00
R3 98.87 96.17 89.48
R2 93.35 93.35 88.97
R1 90.65 90.65 88.47 92.00
PP 87.83 87.83 87.83 88.50
S1 85.13 85.13 87.45 86.48
S2 82.31 82.31 86.95
S3 76.79 79.61 86.44
S4 71.27 74.09 84.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.52 84.79 5.73 6.7% 2.53 2.9% 16% False True 239,053
10 90.52 83.20 7.32 8.5% 3.00 3.5% 34% False False 273,919
20 90.52 81.18 9.34 10.9% 2.86 3.3% 48% False False 283,824
40 101.00 76.15 24.85 29.0% 3.33 3.9% 38% False False 201,944
60 101.00 76.15 24.85 29.0% 3.08 3.6% 38% False False 150,107
80 104.65 76.15 28.50 33.3% 3.00 3.5% 34% False False 119,077
100 115.58 76.15 39.43 46.0% 3.17 3.7% 24% False False 97,900
120 115.58 76.15 39.43 46.0% 2.97 3.5% 24% False False 83,153
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 0.58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.33
2.618 95.50
1.618 92.54
1.000 90.71
0.618 89.58
HIGH 87.75
0.618 86.62
0.500 86.27
0.382 85.92
LOW 84.79
0.618 82.96
1.000 81.83
1.618 80.00
2.618 77.04
4.250 72.21
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 86.27 87.47
PP 86.08 86.88
S1 85.89 86.29

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

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