NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 87.81 88.06 0.25 0.3% 88.05
High 89.13 89.52 0.39 0.4% 91.26
Low 87.14 86.72 -0.42 -0.5% 87.54
Close 88.51 87.58 -0.93 -1.1% 89.79
Range 1.99 2.80 0.81 40.7% 3.72
ATR 2.30 2.33 0.04 1.6% 0.00
Volume 4,474 6,025 1,551 34.7% 38,281
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 96.34 94.76 89.12
R3 93.54 91.96 88.35
R2 90.74 90.74 88.09
R1 89.16 89.16 87.84 88.55
PP 87.94 87.94 87.94 87.64
S1 86.36 86.36 87.32 85.75
S2 85.14 85.14 87.07
S3 82.34 83.56 86.81
S4 79.54 80.76 86.04
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 5.2% 2.14 2.4% 20% False False 6,049
10 91.46 86.69 4.77 5.4% 1.93 2.2% 19% False False 6,996
20 91.59 85.83 5.76 6.6% 1.82 2.1% 30% False False 6,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 101.42
2.618 96.85
1.618 94.05
1.000 92.32
0.618 91.25
HIGH 89.52
0.618 88.45
0.500 88.12
0.382 87.79
LOW 86.72
0.618 84.99
1.000 83.92
1.618 82.19
2.618 79.39
4.250 74.82
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 88.12 88.11
PP 87.94 87.93
S1 87.76 87.76

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

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