NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 88.57 87.81 -0.76 -0.9% 88.05
High 88.99 89.13 0.14 0.2% 91.26
Low 86.69 87.14 0.45 0.5% 87.54
Close 87.28 88.51 1.23 1.4% 89.79
Range 2.30 1.99 -0.31 -13.5% 3.72
ATR 2.32 2.30 -0.02 -1.0% 0.00
Volume 6,027 4,474 -1,553 -25.8% 38,281
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.23 93.36 89.60
R3 92.24 91.37 89.06
R2 90.25 90.25 88.87
R1 89.38 89.38 88.69 89.82
PP 88.26 88.26 88.26 88.48
S1 87.39 87.39 88.33 87.83
S2 86.27 86.27 88.15
S3 84.28 85.40 87.96
S4 82.29 83.41 87.42
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 91.22 86.69 4.53 5.1% 1.90 2.1% 40% False False 6,508
10 91.46 86.69 4.77 5.4% 1.89 2.1% 38% False False 6,671
20 91.59 85.83 5.76 6.5% 1.80 2.0% 47% False False 5,979
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.59
2.618 94.34
1.618 92.35
1.000 91.12
0.618 90.36
HIGH 89.13
0.618 88.37
0.500 88.14
0.382 87.90
LOW 87.14
0.618 85.91
1.000 85.15
1.618 83.92
2.618 81.93
4.250 78.68
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 88.39 88.87
PP 88.26 88.75
S1 88.14 88.63

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

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