NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 80.67 79.80 -0.87 -1.1% 87.87
High 82.00 81.79 -0.21 -0.3% 88.24
Low 77.81 77.38 -0.43 -0.6% 77.81
Close 80.12 80.48 0.36 0.4% 80.12
Range 4.19 4.41 0.22 5.3% 10.43
ATR 3.31 3.39 0.08 2.4% 0.00
Volume 132,558 86,553 -46,005 -34.7% 469,224
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 93.11 91.21 82.91
R3 88.70 86.80 81.69
R2 84.29 84.29 81.29
R1 82.39 82.39 80.88 83.34
PP 79.88 79.88 79.88 80.36
S1 77.98 77.98 80.08 78.93
S2 75.47 75.47 79.67
S3 71.06 73.57 79.27
S4 66.65 69.16 78.05
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.35 107.16 85.86
R3 102.92 96.73 82.99
R2 92.49 92.49 82.03
R1 86.30 86.30 81.08 84.18
PP 82.06 82.06 82.06 81.00
S1 75.87 75.87 79.16 73.75
S2 71.63 71.63 78.21
S3 61.20 65.44 77.25
S4 50.77 55.01 74.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.24 77.38 10.86 13.5% 3.93 4.9% 29% False True 96,845
10 90.72 77.38 13.34 16.6% 3.17 3.9% 23% False True 92,854
20 90.96 77.38 13.58 16.9% 3.04 3.8% 23% False True 91,266
40 99.77 77.12 22.65 28.1% 3.48 4.3% 15% False False 85,282
60 101.83 77.12 24.71 30.7% 3.15 3.9% 14% False False 73,619
80 104.20 77.12 27.08 33.6% 3.03 3.8% 12% False False 70,537
100 110.42 77.12 33.30 41.4% 3.23 4.0% 10% False False 67,095
120 115.50 77.12 38.38 47.7% 3.12 3.9% 9% False False 62,695
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 0.82
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.53
2.618 93.34
1.618 88.93
1.000 86.20
0.618 84.52
HIGH 81.79
0.618 80.11
0.500 79.59
0.382 79.06
LOW 77.38
0.618 74.65
1.000 72.97
1.618 70.24
2.618 65.83
4.250 58.64
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 80.18 81.32
PP 79.88 81.04
S1 79.59 80.76

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

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