NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 86.28 86.72 0.44 0.5% 87.00
High 87.89 88.24 0.35 0.4% 90.72
Low 85.50 84.91 -0.59 -0.7% 85.42
Close 87.17 86.18 -0.99 -1.1% 88.44
Range 2.39 3.33 0.94 39.3% 5.30
ATR 2.98 3.01 0.02 0.8% 0.00
Volume 62,834 78,080 15,246 24.3% 475,316
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 96.43 94.64 88.01
R3 93.10 91.31 87.10
R2 89.77 89.77 86.79
R1 87.98 87.98 86.49 87.21
PP 86.44 86.44 86.44 86.06
S1 84.65 84.65 85.87 83.88
S2 83.11 83.11 85.57
S3 79.78 81.32 85.26
S4 76.45 77.99 84.35
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 104.09 101.57 91.36
R3 98.79 96.27 89.90
R2 93.49 93.49 89.41
R1 90.97 90.97 88.93 92.23
PP 88.19 88.19 88.19 88.83
S1 85.67 85.67 87.95 86.93
S2 82.89 82.89 87.47
S3 77.59 80.37 86.98
S4 72.29 75.07 85.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.45 84.91 5.54 6.4% 2.64 3.1% 23% False True 77,425
10 90.72 84.91 5.81 6.7% 2.73 3.2% 22% False True 87,292
20 90.96 83.72 7.24 8.4% 2.75 3.2% 34% False False 85,110
40 100.80 77.12 23.68 27.5% 3.29 3.8% 38% False False 80,161
60 101.83 77.12 24.71 28.7% 3.04 3.5% 37% False False 70,558
80 105.14 77.12 28.02 32.5% 2.97 3.4% 32% False False 67,955
100 115.50 77.12 38.38 44.5% 3.18 3.7% 24% False False 64,601
120 115.50 77.12 38.38 44.5% 3.04 3.5% 24% False False 60,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 102.39
2.618 96.96
1.618 93.63
1.000 91.57
0.618 90.30
HIGH 88.24
0.618 86.97
0.500 86.58
0.382 86.18
LOW 84.91
0.618 82.85
1.000 81.58
1.618 79.52
2.618 76.19
4.250 70.76
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 86.58 86.58
PP 86.44 86.44
S1 86.31 86.31

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

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