NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 89.91 89.84 -0.07 -0.1% 83.27
High 90.43 90.81 0.38 0.4% 87.70
Low 88.78 89.31 0.53 0.6% 82.58
Close 89.88 89.94 0.06 0.1% 86.45
Range 1.65 1.50 -0.15 -9.1% 5.12
ATR 3.03 2.92 -0.11 -3.6% 0.00
Volume 22,550 52,028 29,478 130.7% 83,177
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.52 93.73 90.77
R3 93.02 92.23 90.35
R2 91.52 91.52 90.22
R1 90.73 90.73 90.08 91.13
PP 90.02 90.02 90.02 90.22
S1 89.23 89.23 89.80 89.63
S2 88.52 88.52 89.67
S3 87.02 87.73 89.53
S4 85.52 86.23 89.12
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 100.94 98.81 89.27
R3 95.82 93.69 87.86
R2 90.70 90.70 87.39
R1 88.57 88.57 86.92 89.64
PP 85.58 85.58 85.58 86.11
S1 83.45 83.45 85.98 84.52
S2 80.46 80.46 85.51
S3 75.34 78.33 85.04
S4 70.22 73.21 83.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.81 84.16 6.65 7.4% 2.11 2.3% 87% True False 24,145
10 90.81 80.66 10.15 11.3% 2.56 2.8% 91% True False 20,313
20 90.81 77.84 12.97 14.4% 3.26 3.6% 93% True False 18,695
40 102.12 77.84 24.28 27.0% 2.91 3.2% 50% False False 13,840
60 104.25 77.84 26.41 29.4% 2.67 3.0% 46% False False 12,362
80 105.30 77.84 27.46 30.5% 2.65 3.0% 44% False False 10,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.74
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 97.19
2.618 94.74
1.618 93.24
1.000 92.31
0.618 91.74
HIGH 90.81
0.618 90.24
0.500 90.06
0.382 89.88
LOW 89.31
0.618 88.38
1.000 87.81
1.618 86.88
2.618 85.38
4.250 82.94
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 90.06 89.68
PP 90.02 89.41
S1 89.98 89.15

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

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