NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 90.03 87.53 -2.50 -2.8% 89.44
High 90.03 88.13 -1.90 -2.1% 91.59
Low 87.70 85.83 -1.87 -2.1% 87.70
Close 88.52 88.15 -0.37 -0.4% 88.52
Range 2.33 2.30 -0.03 -1.3% 3.89
ATR 2.35 2.37 0.02 1.0% 0.00
Volume 4,147 5,016 869 21.0% 30,721
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.27 93.51 89.42
R3 91.97 91.21 88.78
R2 89.67 89.67 88.57
R1 88.91 88.91 88.36 89.29
PP 87.37 87.37 87.37 87.56
S1 86.61 86.61 87.94 86.99
S2 85.07 85.07 87.73
S3 82.77 84.31 87.52
S4 80.47 82.01 86.89
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 100.94 98.62 90.66
R3 97.05 94.73 89.59
R2 93.16 93.16 89.23
R1 90.84 90.84 88.88 90.06
PP 89.27 89.27 89.27 88.88
S1 86.95 86.95 88.16 86.17
S2 85.38 85.38 87.81
S3 81.49 83.06 87.45
S4 77.60 79.17 86.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.59 85.83 5.76 6.5% 1.71 1.9% 40% False True 6,611
10 91.59 85.83 5.76 6.5% 1.71 1.9% 40% False True 5,286
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.91
2.618 94.15
1.618 91.85
1.000 90.43
0.618 89.55
HIGH 88.13
0.618 87.25
0.500 86.98
0.382 86.71
LOW 85.83
0.618 84.41
1.000 83.53
1.618 82.11
2.618 79.81
4.250 76.06
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 87.76 88.70
PP 87.37 88.51
S1 86.98 88.33

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

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