NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 88.22 86.00 -2.22 -2.5% 87.02
High 88.22 88.12 -0.10 -0.1% 90.79
Low 85.43 85.76 0.33 0.4% 85.73
Close 86.27 87.43 1.16 1.3% 88.73
Range 2.79 2.36 -0.43 -15.4% 5.06
ATR 2.89 2.85 -0.04 -1.3% 0.00
Volume 30,083 25,323 -4,760 -15.8% 160,308
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.18 93.17 88.73
R3 91.82 90.81 88.08
R2 89.46 89.46 87.86
R1 88.45 88.45 87.65 88.96
PP 87.10 87.10 87.10 87.36
S1 86.09 86.09 87.21 86.60
S2 84.74 84.74 87.00
S3 82.38 83.73 86.78
S4 80.02 81.37 86.13
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.60 101.22 91.51
R3 98.54 96.16 90.12
R2 93.48 93.48 89.66
R1 91.10 91.10 89.19 92.29
PP 88.42 88.42 88.42 89.01
S1 86.04 86.04 88.27 87.23
S2 83.36 83.36 87.80
S3 78.30 80.98 87.34
S4 73.24 75.92 85.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.63 85.43 5.20 5.9% 2.35 2.7% 38% False False 31,058
10 91.14 85.43 5.71 6.5% 2.71 3.1% 35% False False 29,028
20 91.14 84.16 6.98 8.0% 2.60 3.0% 47% False False 25,016
40 102.12 77.84 24.28 27.8% 3.05 3.5% 39% False False 19,316
60 102.12 77.84 24.28 27.8% 2.77 3.2% 39% False False 15,867
80 105.30 77.84 27.46 31.4% 2.65 3.0% 35% False False 14,123
100 115.22 77.84 37.38 42.8% 2.79 3.2% 26% False False 12,204
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.15
2.618 94.30
1.618 91.94
1.000 90.48
0.618 89.58
HIGH 88.12
0.618 87.22
0.500 86.94
0.382 86.66
LOW 85.76
0.618 84.30
1.000 83.40
1.618 81.94
2.618 79.58
4.250 75.73
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 87.27 87.89
PP 87.10 87.73
S1 86.94 87.58

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

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