NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 89.18 87.02 -2.16 -2.4% 86.83
High 90.06 89.47 -0.59 -0.7% 91.14
Low 86.46 85.73 -0.73 -0.8% 84.28
Close 87.93 88.64 0.71 0.8% 87.93
Range 3.60 3.74 0.14 3.9% 6.86
ATR 3.00 3.05 0.05 1.8% 0.00
Volume 39,341 28,566 -10,775 -27.4% 95,375
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 99.17 97.64 90.70
R3 95.43 93.90 89.67
R2 91.69 91.69 89.33
R1 90.16 90.16 88.98 90.93
PP 87.95 87.95 87.95 88.33
S1 86.42 86.42 88.30 87.19
S2 84.21 84.21 87.95
S3 80.47 82.68 87.61
S4 76.73 78.94 86.58
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 7.7% 3.22 3.6% 64% False False 24,788
10 91.14 84.28 6.86 7.7% 2.76 3.1% 64% False False 24,117
20 91.14 80.66 10.48 11.8% 2.94 3.3% 76% False False 20,080
40 102.12 77.84 24.28 27.4% 3.00 3.4% 44% False False 15,626
60 102.12 77.84 24.28 27.4% 2.74 3.1% 44% False False 13,465
80 105.30 77.84 27.46 31.0% 2.64 3.0% 39% False False 12,188
100 115.22 77.84 37.38 42.2% 2.74 3.1% 29% False False 10,494
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 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.37
2.618 99.26
1.618 95.52
1.000 93.21
0.618 91.78
HIGH 89.47
0.618 88.04
0.500 87.60
0.382 87.16
LOW 85.73
0.618 83.42
1.000 81.99
1.618 79.68
2.618 75.94
4.250 69.84
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 88.29 88.52
PP 87.95 88.40
S1 87.60 88.28

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

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