NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 85.45 81.14 -4.31 -5.0% 88.22
High 85.50 82.23 -3.27 -3.8% 88.50
Low 80.19 78.09 -2.10 -2.6% 78.09
Close 80.99 80.40 -0.59 -0.7% 80.40
Range 5.31 4.14 -1.17 -22.0% 10.41
ATR 3.10 3.17 0.07 2.4% 0.00
Volume 28,964 40,874 11,910 41.1% 146,854
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 92.66 90.67 82.68
R3 88.52 86.53 81.54
R2 84.38 84.38 81.16
R1 82.39 82.39 80.78 81.32
PP 80.24 80.24 80.24 79.70
S1 78.25 78.25 80.02 77.18
S2 76.10 76.10 79.64
S3 71.96 74.11 79.26
S4 67.82 69.97 78.12
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.56 107.39 86.13
R3 103.15 96.98 83.26
R2 92.74 92.74 82.31
R1 86.57 86.57 81.35 84.45
PP 82.33 82.33 82.33 81.27
S1 76.16 76.16 79.45 74.04
S2 71.92 71.92 78.49
S3 61.51 65.75 77.54
S4 51.10 55.34 74.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.50 78.09 10.41 12.9% 3.50 4.4% 22% False True 29,370
10 90.79 78.09 12.70 15.8% 3.04 3.8% 18% False True 30,716
20 91.14 78.09 13.05 16.2% 2.84 3.5% 18% False True 26,951
40 100.07 77.84 22.23 27.6% 3.21 4.0% 12% False False 20,980
60 102.12 77.84 24.28 30.2% 2.87 3.6% 11% False False 16,963
80 104.25 77.84 26.41 32.8% 2.72 3.4% 10% False False 14,983
100 111.84 77.84 34.00 42.3% 2.84 3.5% 8% False False 13,045
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.83
2.618 93.07
1.618 88.93
1.000 86.37
0.618 84.79
HIGH 82.23
0.618 80.65
0.500 80.16
0.382 79.67
LOW 78.09
0.618 75.53
1.000 73.95
1.618 71.39
2.618 67.25
4.250 60.50
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 80.32 83.30
PP 80.24 82.33
S1 80.16 81.37

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

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