NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 80.93 83.37 2.44 3.0% 80.55
High 84.43 83.44 -0.99 -1.2% 85.24
Low 80.18 78.85 -1.33 -1.7% 77.70
Close 82.55 79.46 -3.09 -3.7% 79.46
Range 4.25 4.59 0.34 8.0% 7.54
ATR 3.44 3.52 0.08 2.4% 0.00
Volume 31,423 36,248 4,825 15.4% 170,629
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.35 91.50 81.98
R3 89.76 86.91 80.72
R2 85.17 85.17 80.30
R1 82.32 82.32 79.88 81.45
PP 80.58 80.58 80.58 80.15
S1 77.73 77.73 79.04 76.86
S2 75.99 75.99 78.62
S3 71.40 73.14 78.20
S4 66.81 68.55 76.94
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.42 98.98 83.61
R3 95.88 91.44 81.53
R2 88.34 88.34 80.84
R1 83.90 83.90 80.15 82.35
PP 80.80 80.80 80.80 80.03
S1 76.36 76.36 78.77 74.81
S2 73.26 73.26 78.08
S3 65.72 68.82 77.39
S4 58.18 61.28 75.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.24 77.70 7.54 9.5% 4.16 5.2% 23% False False 34,125
10 88.50 77.70 10.80 13.6% 3.83 4.8% 16% False False 31,748
20 91.14 77.70 13.44 16.9% 3.35 4.2% 13% False False 29,446
40 91.14 77.70 13.44 16.9% 3.31 4.2% 13% False False 24,070
60 102.12 77.70 24.42 30.7% 3.06 3.8% 7% False False 19,042
80 104.25 77.70 26.55 33.4% 2.84 3.6% 7% False False 16,633
100 105.30 77.70 27.60 34.7% 2.79 3.5% 6% False False 14,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.95
2.618 95.46
1.618 90.87
1.000 88.03
0.618 86.28
HIGH 83.44
0.618 81.69
0.500 81.15
0.382 80.60
LOW 78.85
0.618 76.01
1.000 74.26
1.618 71.42
2.618 66.83
4.250 59.34
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 81.15 81.98
PP 80.58 81.14
S1 80.02 80.30

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

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