NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 87.64 86.04 -1.60 -1.8% 87.35
High 88.93 86.04 -2.89 -3.2% 91.10
Low 86.17 80.78 -5.39 -6.3% 86.20
Close 87.00 81.49 -5.51 -6.3% 89.27
Range 2.76 5.26 2.50 90.6% 4.90
ATR 2.63 2.88 0.26 9.8% 0.00
Volume 10,410 14,651 4,241 40.7% 86,930
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 98.55 95.28 84.38
R3 93.29 90.02 82.94
R2 88.03 88.03 82.45
R1 84.76 84.76 81.97 83.77
PP 82.77 82.77 82.77 82.27
S1 79.50 79.50 81.01 78.51
S2 77.51 77.51 80.53
S3 72.25 74.24 80.04
S4 66.99 68.98 78.60
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.56 101.31 91.97
R3 98.66 96.41 90.62
R2 93.76 93.76 90.17
R1 91.51 91.51 89.72 92.64
PP 88.86 88.86 88.86 89.42
S1 86.61 86.61 88.82 87.74
S2 83.96 83.96 88.37
S3 79.06 81.71 87.92
S4 74.16 76.81 86.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.75 80.78 9.97 12.2% 2.96 3.6% 7% False True 11,090
10 91.10 80.78 10.32 12.7% 2.75 3.4% 7% False True 15,068
20 91.34 80.78 10.56 13.0% 2.52 3.1% 7% False True 13,391
40 100.59 79.11 21.48 26.4% 2.90 3.6% 11% False False 10,907
60 102.81 79.11 23.70 29.1% 2.52 3.1% 10% False False 9,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 108.40
2.618 99.81
1.618 94.55
1.000 91.30
0.618 89.29
HIGH 86.04
0.618 84.03
0.500 83.41
0.382 82.79
LOW 80.78
0.618 77.53
1.000 75.52
1.618 72.27
2.618 67.01
4.250 58.43
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 83.41 84.86
PP 82.77 83.73
S1 82.13 82.61

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

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