NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 89.39 90.16 0.77 0.9% 86.83
High 90.79 90.53 -0.26 -0.3% 91.14
Low 88.30 88.54 0.24 0.3% 84.28
Close 90.52 89.36 -1.16 -1.3% 87.93
Range 2.49 1.99 -0.50 -20.1% 6.86
ATR 3.01 2.94 -0.07 -2.4% 0.00
Volume 31,854 31,941 87 0.3% 95,375
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.45 94.39 90.45
R3 93.46 92.40 89.91
R2 91.47 91.47 89.72
R1 90.41 90.41 89.54 89.95
PP 89.48 89.48 89.48 89.24
S1 88.42 88.42 89.18 87.96
S2 87.49 87.49 89.00
S3 85.50 86.43 88.81
S4 83.51 84.44 88.27
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 90.83 85.73 5.10 5.7% 2.67 3.0% 71% False False 30,867
10 91.14 84.28 6.86 7.7% 2.72 3.0% 74% False False 27,807
20 91.14 80.66 10.48 11.7% 2.90 3.2% 83% False False 21,493
40 102.12 77.84 24.28 27.2% 2.99 3.3% 47% False False 16,881
60 102.12 77.84 24.28 27.2% 2.75 3.1% 47% False False 14,275
80 105.30 77.84 27.46 30.7% 2.63 2.9% 42% False False 12,866
100 115.22 77.84 37.38 41.8% 2.76 3.1% 31% False False 11,053
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 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.99
2.618 95.74
1.618 93.75
1.000 92.52
0.618 91.76
HIGH 90.53
0.618 89.77
0.500 89.54
0.382 89.30
LOW 88.54
0.618 87.31
1.000 86.55
1.618 85.32
2.618 83.33
4.250 80.08
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 89.54 88.99
PP 89.48 88.63
S1 89.42 88.26

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

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