NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 90.34 89.32 -1.02 -1.1% 87.27
High 90.60 91.16 0.56 0.6% 91.43
Low 89.07 89.31 0.24 0.3% 85.28
Close 89.92 90.65 0.73 0.8% 88.67
Range 1.53 1.85 0.32 20.9% 6.15
ATR 2.62 2.56 -0.05 -2.1% 0.00
Volume 13,148 11,000 -2,148 -16.3% 26,123
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.92 95.14 91.67
R3 94.07 93.29 91.16
R2 92.22 92.22 90.99
R1 91.44 91.44 90.82 91.83
PP 90.37 90.37 90.37 90.57
S1 89.59 89.59 90.48 89.98
S2 88.52 88.52 90.31
S3 86.67 87.74 90.14
S4 84.82 85.89 89.63
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% 2.50 2.8% 88% False False 10,174
10 91.44 85.28 6.16 6.8% 2.44 2.7% 87% False False 9,142
20 91.44 82.93 8.51 9.4% 2.55 2.8% 91% False False 7,285
40 102.67 79.91 22.76 25.1% 2.49 2.7% 47% False False 6,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.02
2.618 96.00
1.618 94.15
1.000 93.01
0.618 92.30
HIGH 91.16
0.618 90.45
0.500 90.24
0.382 90.02
LOW 89.31
0.618 88.17
1.000 87.46
1.618 86.32
2.618 84.47
4.250 81.45
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 90.51 90.46
PP 90.37 90.27
S1 90.24 90.08

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

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