NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 88.97 86.99 -1.98 -2.2% 86.80
High 89.63 89.08 -0.55 -0.6% 90.69
Low 85.85 85.17 -0.68 -0.8% 83.47
Close 87.41 88.31 0.90 1.0% 87.41
Range 3.78 3.91 0.13 3.4% 7.22
ATR 3.21 3.26 0.05 1.6% 0.00
Volume 80,711 123,400 42,689 52.9% 333,913
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 99.25 97.69 90.46
R3 95.34 93.78 89.39
R2 91.43 91.43 89.03
R1 89.87 89.87 88.67 90.65
PP 87.52 87.52 87.52 87.91
S1 85.96 85.96 87.95 86.74
S2 83.61 83.61 87.59
S3 79.70 82.05 87.23
S4 75.79 78.14 86.16
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 108.85 105.35 91.38
R3 101.63 98.13 89.40
R2 94.41 94.41 88.73
R1 90.91 90.91 88.07 92.66
PP 87.19 87.19 87.19 88.07
S1 83.69 83.69 86.75 85.44
S2 79.97 79.97 86.09
S3 72.75 76.47 85.42
S4 65.53 69.25 83.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.69 83.47 7.22 8.2% 3.43 3.9% 67% False False 91,462
10 90.69 83.47 7.22 8.2% 2.94 3.3% 67% False False 82,558
20 90.69 79.76 10.93 12.4% 3.14 3.6% 78% False False 69,946
40 101.39 76.61 24.78 28.1% 3.26 3.7% 47% False False 57,147
60 101.39 76.61 24.78 28.1% 3.04 3.4% 47% False False 46,814
80 104.85 76.61 28.24 32.0% 2.92 3.3% 41% False False 38,692
100 115.57 76.61 38.96 44.1% 3.03 3.4% 30% False False 32,676
120 115.57 76.61 38.96 44.1% 2.81 3.2% 30% False False 28,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.62
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.70
2.618 99.32
1.618 95.41
1.000 92.99
0.618 91.50
HIGH 89.08
0.618 87.59
0.500 87.13
0.382 86.66
LOW 85.17
0.618 82.75
1.000 81.26
1.618 78.84
2.618 74.93
4.250 68.55
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 87.92 88.14
PP 87.52 87.96
S1 87.13 87.79

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

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