NYMEX Light Sweet Crude Oil Future March 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 81.06 83.27 2.21 2.7% 81.00
High 84.77 83.81 -0.96 -1.1% 85.69
Low 81.02 79.22 -1.80 -2.2% 78.40
Close 82.98 79.80 -3.18 -3.8% 79.80
Range 3.75 4.59 0.84 22.4% 7.29
ATR 3.20 3.30 0.10 3.1% 0.00
Volume 12,418 11,096 -1,322 -10.6% 71,614
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.71 91.85 82.32
R3 90.12 87.26 81.06
R2 85.53 85.53 80.64
R1 82.67 82.67 80.22 81.81
PP 80.94 80.94 80.94 80.51
S1 78.08 78.08 79.38 77.22
S2 76.35 76.35 78.96
S3 71.76 73.49 78.54
S4 67.17 68.90 77.28
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.17 98.77 83.81
R3 95.88 91.48 81.80
R2 88.59 88.59 81.14
R1 84.19 84.19 80.47 82.75
PP 81.30 81.30 81.30 80.57
S1 76.90 76.90 79.13 75.46
S2 74.01 74.01 78.46
S3 66.72 69.61 77.80
S4 59.43 62.32 75.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.69 78.40 7.29 9.1% 3.82 4.8% 19% False False 14,322
10 88.93 78.40 10.53 13.2% 3.53 4.4% 13% False False 13,516
20 91.25 78.40 12.85 16.1% 3.06 3.8% 11% False False 14,218
40 91.34 78.40 12.94 16.2% 3.06 3.8% 11% False False 12,330
60 102.81 78.40 24.41 30.6% 2.76 3.5% 6% False False 10,290
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 0.53
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.32
2.618 95.83
1.618 91.24
1.000 88.40
0.618 86.65
HIGH 83.81
0.618 82.06
0.500 81.52
0.382 80.97
LOW 79.22
0.618 76.38
1.000 74.63
1.618 71.79
2.618 67.20
4.250 59.71
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 81.52 82.35
PP 80.94 81.50
S1 80.37 80.65

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

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