NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 81.74 83.84 2.10 2.6% 87.87
High 85.00 84.84 -0.16 -0.2% 88.24
Low 81.18 80.75 -0.43 -0.5% 77.81
Close 84.68 81.46 -3.22 -3.8% 80.12
Range 3.82 4.09 0.27 7.1% 10.43
ATR 3.47 3.51 0.04 1.3% 0.00
Volume 80,881 72,479 -8,402 -10.4% 469,224
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.62 92.13 83.71
R3 90.53 88.04 82.58
R2 86.44 86.44 82.21
R1 83.95 83.95 81.83 83.15
PP 82.35 82.35 82.35 81.95
S1 79.86 79.86 81.09 79.06
S2 78.26 78.26 80.71
S3 74.17 75.77 80.34
S4 70.08 71.68 79.21
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 85.25 77.38 7.87 9.7% 4.37 5.4% 52% False False 99,334
10 90.45 77.38 13.07 16.0% 3.50 4.3% 31% False False 88,379
20 90.96 77.38 13.58 16.7% 3.18 3.9% 30% False False 91,474
40 94.97 77.12 17.85 21.9% 3.49 4.3% 24% False False 86,555
60 101.83 77.12 24.71 30.3% 3.21 3.9% 18% False False 74,540
80 104.20 77.12 27.08 33.2% 3.07 3.8% 16% False False 70,945
100 106.14 77.12 29.02 35.6% 3.12 3.8% 15% False False 67,255
120 115.50 77.12 38.38 47.1% 3.16 3.9% 11% False False 63,357
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 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.22
2.618 95.55
1.618 91.46
1.000 88.93
0.618 87.37
HIGH 84.84
0.618 83.28
0.500 82.80
0.382 82.31
LOW 80.75
0.618 78.22
1.000 76.66
1.618 74.13
2.618 70.04
4.250 63.37
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 82.80 81.37
PP 82.35 81.28
S1 81.91 81.19

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

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