NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 89.69 90.24 0.55 0.6% 86.55
High 90.80 90.50 -0.30 -0.3% 90.88
Low 88.85 88.16 -0.69 -0.8% 86.04
Close 90.24 89.00 -1.24 -1.4% 89.00
Range 1.95 2.34 0.39 20.0% 4.84
ATR 2.71 2.69 -0.03 -1.0% 0.00
Volume 20,069 11,272 -8,797 -43.8% 76,948
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 96.24 94.96 90.29
R3 93.90 92.62 89.64
R2 91.56 91.56 89.43
R1 90.28 90.28 89.21 89.75
PP 89.22 89.22 89.22 88.96
S1 87.94 87.94 88.79 87.41
S2 86.88 86.88 88.57
S3 84.54 85.60 88.36
S4 82.20 83.26 87.71
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.16 100.92 91.66
R3 98.32 96.08 90.33
R2 93.48 93.48 89.89
R1 91.24 91.24 89.44 92.36
PP 88.64 88.64 88.64 89.20
S1 86.40 86.40 88.56 87.52
S2 83.80 83.80 88.11
S3 78.96 81.56 87.67
S4 74.12 76.72 86.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.88 86.04 4.84 5.4% 2.34 2.6% 61% False False 15,389
10 91.05 84.71 6.34 7.1% 2.64 3.0% 68% False False 12,392
20 91.05 81.69 9.36 10.5% 2.47 2.8% 78% False False 10,763
40 102.42 78.59 23.83 26.8% 2.79 3.1% 44% False False 8,805
60 102.42 78.59 23.83 26.8% 2.59 2.9% 44% False False 7,668
80 105.34 78.59 26.75 30.1% 2.49 2.8% 39% False False 6,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.45
2.618 96.63
1.618 94.29
1.000 92.84
0.618 91.95
HIGH 90.50
0.618 89.61
0.500 89.33
0.382 89.05
LOW 88.16
0.618 86.71
1.000 85.82
1.618 84.37
2.618 82.03
4.250 78.22
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 89.33 89.48
PP 89.22 89.32
S1 89.11 89.16

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

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