NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 81.14 80.55 -0.59 -0.7% 88.22
High 82.23 81.83 -0.40 -0.5% 88.50
Low 78.09 77.70 -0.39 -0.5% 78.09
Close 80.40 80.73 0.33 0.4% 80.40
Range 4.14 4.13 -0.01 -0.2% 10.41
ATR 3.17 3.24 0.07 2.2% 0.00
Volume 40,874 44,614 3,740 9.2% 146,854
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 92.48 90.73 83.00
R3 88.35 86.60 81.87
R2 84.22 84.22 81.49
R1 82.47 82.47 81.11 83.35
PP 80.09 80.09 80.09 80.52
S1 78.34 78.34 80.35 79.22
S2 75.96 75.96 79.97
S3 71.83 74.21 79.59
S4 67.70 70.08 78.46
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 77.70 10.80 13.4% 3.77 4.7% 28% False True 32,277
10 90.79 77.70 13.09 16.2% 3.07 3.8% 23% False True 32,321
20 91.14 77.70 13.44 16.6% 2.92 3.6% 23% False True 28,219
40 100.07 77.70 22.37 27.7% 3.26 4.0% 14% False True 21,927
60 102.12 77.70 24.42 30.2% 2.91 3.6% 12% False True 17,573
80 104.25 77.70 26.55 32.9% 2.74 3.4% 11% False True 15,435
100 108.59 77.70 30.89 38.3% 2.86 3.5% 10% False True 13,463
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 0.67
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.38
2.618 92.64
1.618 88.51
1.000 85.96
0.618 84.38
HIGH 81.83
0.618 80.25
0.500 79.77
0.382 79.28
LOW 77.70
0.618 75.15
1.000 73.57
1.618 71.02
2.618 66.89
4.250 60.15
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 80.41 81.60
PP 80.09 81.31
S1 79.77 81.02

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

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