NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 90.65 88.57 -2.08 -2.3% 88.05
High 91.04 88.99 -2.05 -2.3% 91.26
Low 88.97 86.69 -2.28 -2.6% 87.54
Close 89.79 87.28 -2.51 -2.8% 89.79
Range 2.07 2.30 0.23 11.1% 3.72
ATR 2.26 2.32 0.06 2.7% 0.00
Volume 3,558 6,027 2,469 69.4% 38,281
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.55 93.22 88.55
R3 92.25 90.92 87.91
R2 89.95 89.95 87.70
R1 88.62 88.62 87.49 88.14
PP 87.65 87.65 87.65 87.41
S1 86.32 86.32 87.07 85.84
S2 85.35 85.35 86.86
S3 83.05 84.02 86.65
S4 80.75 81.72 86.02
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 100.69 98.96 91.84
R3 96.97 95.24 90.81
R2 93.25 93.25 90.47
R1 91.52 91.52 90.13 92.39
PP 89.53 89.53 89.53 89.96
S1 87.80 87.80 89.45 88.67
S2 85.81 85.81 89.11
S3 82.09 84.08 88.77
S4 78.37 80.36 87.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.26 86.69 4.57 5.2% 1.75 2.0% 13% False True 6,765
10 91.46 85.83 5.63 6.5% 1.92 2.2% 26% False False 6,725
20 91.59 85.22 6.37 7.3% 1.82 2.1% 32% False False 6,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.77
2.618 95.01
1.618 92.71
1.000 91.29
0.618 90.41
HIGH 88.99
0.618 88.11
0.500 87.84
0.382 87.57
LOW 86.69
0.618 85.27
1.000 84.39
1.618 82.97
2.618 80.67
4.250 76.92
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 87.84 88.96
PP 87.65 88.40
S1 87.47 87.84

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

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