NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 90.56 89.18 -1.38 -1.5% 86.83
High 90.83 90.06 -0.77 -0.8% 91.14
Low 89.29 86.46 -2.83 -3.2% 84.28
Close 89.70 87.93 -1.77 -2.0% 87.93
Range 1.54 3.60 2.06 133.8% 6.86
ATR 2.95 3.00 0.05 1.6% 0.00
Volume 22,635 39,341 16,706 73.8% 95,375
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 98.95 97.04 89.91
R3 95.35 93.44 88.92
R2 91.75 91.75 88.59
R1 89.84 89.84 88.26 89.00
PP 88.15 88.15 88.15 87.73
S1 86.24 86.24 87.60 85.40
S2 84.55 84.55 87.27
S3 80.95 82.64 86.94
S4 77.35 79.04 85.95
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 108.36 105.01 91.70
R3 101.50 98.15 89.82
R2 94.64 94.64 89.19
R1 91.29 91.29 88.56 92.97
PP 87.78 87.78 87.78 88.62
S1 84.43 84.43 87.30 86.11
S2 80.92 80.92 86.67
S3 74.06 77.57 86.04
S4 67.20 70.71 84.16
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 7.8% 3.17 3.6% 53% False False 22,226
10 91.14 84.16 6.98 7.9% 2.64 3.0% 54% False False 23,186
20 91.14 80.66 10.48 11.9% 2.91 3.3% 69% False False 20,104
40 102.12 77.84 24.28 27.6% 2.95 3.4% 42% False False 15,248
60 102.12 77.84 24.28 27.6% 2.70 3.1% 42% False False 13,167
80 105.30 77.84 27.46 31.2% 2.63 3.0% 37% False False 11,873
100 115.22 77.84 37.38 42.5% 2.73 3.1% 27% False False 10,223
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.36
2.618 99.48
1.618 95.88
1.000 93.66
0.618 92.28
HIGH 90.06
0.618 88.68
0.500 88.26
0.382 87.84
LOW 86.46
0.618 84.24
1.000 82.86
1.618 80.64
2.618 77.04
4.250 71.16
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 88.26 88.80
PP 88.15 88.51
S1 88.04 88.22

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

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