NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 89.09 89.99 0.90 1.0% 86.80
High 90.60 90.31 -0.29 -0.3% 90.69
Low 87.95 88.29 0.34 0.4% 83.47
Close 90.28 89.01 -1.27 -1.4% 87.41
Range 2.65 2.02 -0.63 -23.8% 7.22
ATR 3.21 3.13 -0.09 -2.7% 0.00
Volume 138,284 128,511 -9,773 -7.1% 333,913
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.26 94.16 90.12
R3 93.24 92.14 89.57
R2 91.22 91.22 89.38
R1 90.12 90.12 89.20 89.66
PP 89.20 89.20 89.20 88.98
S1 88.10 88.10 88.82 87.64
S2 87.18 87.18 88.64
S3 85.16 86.08 88.45
S4 83.14 84.06 87.90
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 90.60 85.17 5.43 6.1% 2.83 3.2% 71% False False 114,650
10 90.69 83.47 7.22 8.1% 2.89 3.2% 77% False False 96,321
20 90.69 79.76 10.93 12.3% 3.09 3.5% 85% False False 78,657
40 101.39 76.61 24.78 27.8% 3.25 3.6% 50% False False 62,705
60 101.39 76.61 24.78 27.8% 3.03 3.4% 50% False False 50,677
80 104.85 76.61 28.24 31.7% 2.91 3.3% 44% False False 41,812
100 115.57 76.61 38.96 43.8% 3.05 3.4% 32% False False 35,219
120 115.57 76.61 38.96 43.8% 2.83 3.2% 32% False False 30,710
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.90
2.618 95.60
1.618 93.58
1.000 92.33
0.618 91.56
HIGH 90.31
0.618 89.54
0.500 89.30
0.382 89.06
LOW 88.29
0.618 87.04
1.000 86.27
1.618 85.02
2.618 83.00
4.250 79.71
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 89.30 88.64
PP 89.20 88.26
S1 89.11 87.89

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

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