NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 89.99 88.65 -1.34 -1.5% 86.80
High 90.31 90.29 -0.02 0.0% 90.69
Low 88.29 88.14 -0.15 -0.2% 83.47
Close 89.01 89.59 0.58 0.7% 87.41
Range 2.02 2.15 0.13 6.4% 7.22
ATR 3.13 3.06 -0.07 -2.2% 0.00
Volume 128,511 142,096 13,585 10.6% 333,913
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.79 94.84 90.77
R3 93.64 92.69 90.18
R2 91.49 91.49 89.98
R1 90.54 90.54 89.79 91.02
PP 89.34 89.34 89.34 89.58
S1 88.39 88.39 89.39 88.87
S2 87.19 87.19 89.20
S3 85.04 86.24 89.00
S4 82.89 84.09 88.41
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% 2.90 3.2% 81% False False 122,600
10 90.69 83.47 7.22 8.1% 2.92 3.3% 85% False False 99,333
20 90.69 79.76 10.93 12.2% 3.08 3.4% 90% False False 83,561
40 101.39 76.61 24.78 27.7% 3.24 3.6% 52% False False 65,711
60 101.39 76.61 24.78 27.7% 3.03 3.4% 52% False False 52,869
80 104.85 76.61 28.24 31.5% 2.90 3.2% 46% False False 43,466
100 115.57 76.61 38.96 43.5% 3.05 3.4% 33% False False 36,584
120 115.57 76.61 38.96 43.5% 2.84 3.2% 33% False False 31,793
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.43
2.618 95.92
1.618 93.77
1.000 92.44
0.618 91.62
HIGH 90.29
0.618 89.47
0.500 89.22
0.382 88.96
LOW 88.14
0.618 86.81
1.000 85.99
1.618 84.66
2.618 82.51
4.250 79.00
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 89.47 89.49
PP 89.34 89.38
S1 89.22 89.28

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

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