NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 87.75 85.84 -1.91 -2.2% 86.70
High 87.75 87.46 -0.29 -0.3% 90.52
Low 84.79 85.11 0.32 0.4% 85.00
Close 85.70 86.89 1.19 1.4% 87.96
Range 2.96 2.35 -0.61 -20.6% 5.52
ATR 3.09 3.03 -0.05 -1.7% 0.00
Volume 104,504 23,831 -80,673 -77.2% 1,410,276
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 93.54 92.56 88.18
R3 91.19 90.21 87.54
R2 88.84 88.84 87.32
R1 87.86 87.86 87.11 88.35
PP 86.49 86.49 86.49 86.73
S1 85.51 85.51 86.67 86.00
S2 84.14 84.14 86.46
S3 81.79 83.16 86.24
S4 79.44 80.81 85.60
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 90.25 84.79 5.46 6.3% 2.45 2.8% 38% False False 177,497
10 90.52 84.79 5.73 6.6% 2.90 3.3% 37% False False 245,574
20 90.52 82.95 7.57 8.7% 2.80 3.2% 52% False False 266,711
40 101.00 76.15 24.85 28.6% 3.35 3.9% 43% False False 201,180
60 101.00 76.15 24.85 28.6% 3.08 3.5% 43% False False 149,358
80 104.65 76.15 28.50 32.8% 3.00 3.5% 38% False False 119,218
100 115.58 76.15 39.43 45.4% 3.17 3.7% 27% False False 98,011
120 115.58 76.15 39.43 45.4% 2.99 3.4% 27% False False 83,283
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.45
2.618 93.61
1.618 91.26
1.000 89.81
0.618 88.91
HIGH 87.46
0.618 86.56
0.500 86.29
0.382 86.01
LOW 85.11
0.618 83.66
1.000 82.76
1.618 81.31
2.618 78.96
4.250 75.12
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 86.69 87.29
PP 86.49 87.15
S1 86.29 87.02

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

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