NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 84.60 82.50 -2.10 -2.5% 88.27
High 85.73 84.78 -0.95 -1.1% 89.19
Low 82.56 81.30 -1.26 -1.5% 78.94
Close 82.55 83.21 0.66 0.8% 81.31
Range 3.17 3.48 0.31 9.8% 10.25
ATR 3.07 3.10 0.03 1.0% 0.00
Volume 5,692 6,602 910 16.0% 36,041
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 93.54 91.85 85.12
R3 90.06 88.37 84.17
R2 86.58 86.58 83.85
R1 84.89 84.89 83.53 85.74
PP 83.10 83.10 83.10 83.52
S1 81.41 81.41 82.89 82.26
S2 79.62 79.62 82.57
S3 76.14 77.93 82.25
S4 72.66 74.45 81.30
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.90 107.85 86.95
R3 103.65 97.60 84.13
R2 93.40 93.40 83.19
R1 87.35 87.35 82.25 85.25
PP 83.15 83.15 83.15 82.10
S1 77.10 77.10 80.37 75.00
S2 72.90 72.90 79.43
S3 62.65 66.85 78.49
S4 52.40 56.60 75.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.85 78.72 7.13 8.6% 3.50 4.2% 63% False False 7,221
10 90.91 78.72 12.19 14.6% 3.15 3.8% 37% False False 7,041
20 91.44 78.72 12.72 15.3% 2.79 3.4% 35% False False 8,091
40 94.76 78.72 16.04 19.3% 2.86 3.4% 28% False False 6,879
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.57
2.618 93.89
1.618 90.41
1.000 88.26
0.618 86.93
HIGH 84.78
0.618 83.45
0.500 83.04
0.382 82.63
LOW 81.30
0.618 79.15
1.000 77.82
1.618 75.67
2.618 72.19
4.250 66.51
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 83.15 83.58
PP 83.10 83.45
S1 83.04 83.33

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

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