NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 90.72 90.18 -0.54 -0.6% 87.27
High 91.22 90.58 -0.64 -0.7% 91.43
Low 89.92 87.24 -2.68 -3.0% 85.28
Close 90.32 88.67 -1.65 -1.8% 88.67
Range 1.30 3.34 2.04 156.9% 6.15
ATR 2.59 2.64 0.05 2.1% 0.00
Volume 6,063 9,318 3,255 53.7% 26,123
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 98.85 97.10 90.51
R3 95.51 93.76 89.59
R2 92.17 92.17 89.28
R1 90.42 90.42 88.98 89.63
PP 88.83 88.83 88.83 88.43
S1 87.08 87.08 88.36 86.29
S2 85.49 85.49 88.06
S3 82.15 83.74 87.75
S4 78.81 80.40 86.83
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 106.91 103.94 92.05
R3 100.76 97.79 90.36
R2 94.61 94.61 89.80
R1 91.64 91.64 89.23 93.13
PP 88.46 88.46 88.46 89.20
S1 85.49 85.49 88.11 86.98
S2 82.31 82.31 87.54
S3 76.16 79.34 86.98
S4 70.01 73.19 85.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.43 85.28 6.15 6.9% 2.78 3.1% 55% False False 6,273
10 91.44 85.28 6.16 6.9% 2.29 2.6% 55% False False 6,966
20 91.44 82.93 8.51 9.6% 2.40 2.7% 67% False False 6,448
40 102.67 79.91 22.76 25.7% 2.42 2.7% 38% False False 5,410
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 0.41
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 104.78
2.618 99.32
1.618 95.98
1.000 93.92
0.618 92.64
HIGH 90.58
0.618 89.30
0.500 88.91
0.382 88.52
LOW 87.24
0.618 85.18
1.000 83.90
1.618 81.84
2.618 78.50
4.250 73.05
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 88.91 89.34
PP 88.83 89.11
S1 88.75 88.89

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

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