NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 89.82 90.34 0.52 0.6% 87.27
High 91.22 90.60 -0.62 -0.7% 91.43
Low 88.94 89.07 0.13 0.1% 85.28
Close 90.94 89.92 -1.02 -1.1% 88.67
Range 2.28 1.53 -0.75 -32.9% 6.15
ATR 2.67 2.62 -0.06 -2.1% 0.00
Volume 8,066 13,148 5,082 63.0% 26,123
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.45 93.72 90.76
R3 92.92 92.19 90.34
R2 91.39 91.39 90.20
R1 90.66 90.66 90.06 90.26
PP 89.86 89.86 89.86 89.67
S1 89.13 89.13 89.78 88.73
S2 88.33 88.33 89.64
S3 86.80 87.60 89.50
S4 85.27 86.07 89.08
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 91.22 86.51 4.71 5.2% 2.39 2.7% 72% False False 9,187
10 91.44 85.28 6.16 6.9% 2.41 2.7% 75% False False 8,702
20 91.44 82.93 8.51 9.5% 2.54 2.8% 82% False False 7,076
40 102.67 79.91 22.76 25.3% 2.50 2.8% 44% False False 5,862
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.10
2.618 94.61
1.618 93.08
1.000 92.13
0.618 91.55
HIGH 90.60
0.618 90.02
0.500 89.84
0.382 89.65
LOW 89.07
0.618 88.12
1.000 87.54
1.618 86.59
2.618 85.06
4.250 82.57
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 89.89 89.57
PP 89.86 89.22
S1 89.84 88.87

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

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