NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 90.06 86.36 -3.70 -4.1% 87.00
High 90.06 87.77 -2.29 -2.5% 90.99
Low 86.76 84.71 -2.05 -2.4% 86.76
Close 87.76 87.37 -0.39 -0.4% 87.76
Range 3.30 3.06 -0.24 -7.3% 4.23
ATR 2.80 2.82 0.02 0.7% 0.00
Volume 7,204 9,569 2,365 32.8% 51,592
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.80 94.64 89.05
R3 92.74 91.58 88.21
R2 89.68 89.68 87.93
R1 88.52 88.52 87.65 89.10
PP 86.62 86.62 86.62 86.91
S1 85.46 85.46 87.09 86.04
S2 83.56 83.56 86.81
S3 80.50 82.40 86.53
S4 77.44 79.34 85.69
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.19 98.71 90.09
R3 96.96 94.48 88.92
R2 92.73 92.73 88.54
R1 90.25 90.25 88.15 91.49
PP 88.50 88.50 88.50 89.13
S1 86.02 86.02 87.37 87.26
S2 84.27 84.27 86.98
S3 80.04 81.79 86.60
S4 75.81 77.56 85.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.99 84.71 6.28 7.2% 2.35 2.7% 42% False True 11,376
10 90.99 84.71 6.28 7.2% 2.37 2.7% 42% False True 9,021
20 90.99 78.59 12.40 14.2% 2.90 3.3% 71% False False 8,847
40 102.42 78.59 23.83 27.3% 2.83 3.2% 37% False False 7,166
60 102.42 78.59 23.83 27.3% 2.56 2.9% 37% False False 6,564
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.78
2.618 95.78
1.618 92.72
1.000 90.83
0.618 89.66
HIGH 87.77
0.618 86.60
0.500 86.24
0.382 85.88
LOW 84.71
0.618 82.82
1.000 81.65
1.618 79.76
2.618 76.70
4.250 71.71
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 86.99 87.85
PP 86.62 87.69
S1 86.24 87.53

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

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