NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 81.00 82.56 1.56 1.9% 88.06
High 82.21 85.69 3.48 4.2% 88.93
Low 78.40 82.56 4.16 5.3% 78.72
Close 81.23 85.38 4.15 5.1% 81.00
Range 3.81 3.13 -0.68 -17.8% 10.21
ATR 3.01 3.11 0.10 3.4% 0.00
Volume 21,980 11,243 -10,737 -48.8% 63,551
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 93.93 92.79 87.10
R3 90.80 89.66 86.24
R2 87.67 87.67 85.95
R1 86.53 86.53 85.67 87.10
PP 84.54 84.54 84.54 84.83
S1 83.40 83.40 85.09 83.97
S2 81.41 81.41 84.81
S3 78.28 80.27 84.52
S4 75.15 77.14 83.66
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.51 107.47 86.62
R3 103.30 97.26 83.81
R2 93.09 93.09 82.87
R1 87.05 87.05 81.94 84.97
PP 82.88 82.88 82.88 81.84
S1 76.84 76.84 80.06 74.76
S2 72.67 72.67 79.13
S3 62.46 66.63 78.19
S4 52.25 56.42 75.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.93 78.40 10.53 12.3% 3.74 4.4% 66% False False 15,409
10 90.93 78.40 12.53 14.7% 2.90 3.4% 56% False False 15,389
20 91.34 78.40 12.94 15.2% 2.70 3.2% 54% False False 14,938
40 97.91 78.40 19.51 22.9% 2.99 3.5% 36% False False 11,840
60 102.81 78.40 24.41 28.6% 2.62 3.1% 29% False False 9,887
Crabel Price Patterns
NR True
NR4 True
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 0.51
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.99
2.618 93.88
1.618 90.75
1.000 88.82
0.618 87.62
HIGH 85.69
0.618 84.49
0.500 84.13
0.382 83.76
LOW 82.56
0.618 80.63
1.000 79.43
1.618 77.50
2.618 74.37
4.250 69.26
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 84.96 84.27
PP 84.54 83.16
S1 84.13 82.05

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

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