NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 87.41 90.56 3.15 3.6% 86.27
High 91.14 90.83 -0.31 -0.3% 90.81
Low 87.21 89.29 2.08 2.4% 86.27
Close 90.14 89.70 -0.44 -0.5% 87.46
Range 3.93 1.54 -2.39 -60.8% 4.54
ATR 3.06 2.95 -0.11 -3.6% 0.00
Volume 12,593 22,635 10,042 79.7% 117,233
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.56 93.67 90.55
R3 93.02 92.13 90.12
R2 91.48 91.48 89.98
R1 90.59 90.59 89.84 90.27
PP 89.94 89.94 89.94 89.78
S1 89.05 89.05 89.56 88.73
S2 88.40 88.40 89.42
S3 86.86 87.51 89.28
S4 85.32 85.97 88.85
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.80 99.17 89.96
R3 97.26 94.63 88.71
R2 92.72 92.72 88.29
R1 90.09 90.09 87.88 91.41
PP 88.18 88.18 88.18 88.84
S1 85.55 85.55 87.04 86.87
S2 83.64 83.64 86.63
S3 79.10 81.01 86.21
S4 74.56 76.47 84.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.14 84.28 6.86 7.6% 2.75 3.1% 79% False False 24,764
10 91.14 84.16 6.98 7.8% 2.62 2.9% 79% False False 21,292
20 91.14 80.66 10.48 11.7% 2.95 3.3% 86% False False 19,044
40 102.12 77.84 24.28 27.1% 2.96 3.3% 49% False False 14,507
60 102.12 77.84 24.28 27.1% 2.72 3.0% 49% False False 12,672
80 105.30 77.84 27.46 30.6% 2.61 2.9% 43% False False 11,427
100 115.22 77.84 37.38 41.7% 2.71 3.0% 32% False False 9,850
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.38
2.618 94.86
1.618 93.32
1.000 92.37
0.618 91.78
HIGH 90.83
0.618 90.24
0.500 90.06
0.382 89.88
LOW 89.29
0.618 88.34
1.000 87.75
1.618 86.80
2.618 85.26
4.250 82.75
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 90.06 89.04
PP 89.94 88.37
S1 89.82 87.71

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

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