NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 83.84 80.89 -2.95 -3.5% 87.87
High 84.84 84.20 -0.64 -0.8% 88.24
Low 80.75 79.90 -0.85 -1.1% 77.81
Close 81.46 82.34 0.88 1.1% 80.12
Range 4.09 4.30 0.21 5.1% 10.43
ATR 3.51 3.57 0.06 1.6% 0.00
Volume 72,479 98,572 26,093 36.0% 469,224
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.05 92.99 84.71
R3 90.75 88.69 83.52
R2 86.45 86.45 83.13
R1 84.39 84.39 82.73 85.42
PP 82.15 82.15 82.15 82.66
S1 80.09 80.09 81.95 81.12
S2 77.85 77.85 81.55
S3 73.55 75.79 81.16
S4 69.25 71.49 79.98
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 85.00 77.38 7.62 9.3% 4.16 5.1% 65% False False 94,208
10 90.14 77.38 12.76 15.5% 3.72 4.5% 39% False False 90,118
20 90.96 77.38 13.58 16.5% 3.31 4.0% 37% False False 88,410
40 93.79 77.12 16.67 20.2% 3.54 4.3% 31% False False 87,624
60 101.83 77.12 24.71 30.0% 3.25 3.9% 21% False False 75,481
80 104.20 77.12 27.08 32.9% 3.10 3.8% 19% False False 71,763
100 106.14 77.12 29.02 35.2% 3.11 3.8% 18% False False 67,422
120 115.50 77.12 38.38 46.6% 3.17 3.9% 14% False False 63,795
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 0.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.48
2.618 95.46
1.618 91.16
1.000 88.50
0.618 86.86
HIGH 84.20
0.618 82.56
0.500 82.05
0.382 81.54
LOW 79.90
0.618 77.24
1.000 75.60
1.618 72.94
2.618 68.64
4.250 61.63
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 82.24 82.45
PP 82.15 82.41
S1 82.05 82.38

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

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