NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 86.40 82.40 -4.00 -4.6% 88.57
High 86.50 83.20 -3.30 -3.8% 89.52
Low 81.42 79.41 -2.01 -2.5% 79.41
Close 82.10 81.65 -0.45 -0.5% 81.65
Range 5.08 3.79 -1.29 -25.4% 10.11
ATR 2.61 2.69 0.08 3.2% 0.00
Volume 6,729 7,217 488 7.3% 30,472
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 92.79 91.01 83.73
R3 89.00 87.22 82.69
R2 85.21 85.21 82.34
R1 83.43 83.43 82.00 82.43
PP 81.42 81.42 81.42 80.92
S1 79.64 79.64 81.30 78.64
S2 77.63 77.63 80.96
S3 73.84 75.85 80.61
S4 70.05 72.06 79.57
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.86 107.86 87.21
R3 103.75 97.75 84.43
R2 93.64 93.64 83.50
R1 87.64 87.64 82.58 85.59
PP 83.53 83.53 83.53 82.50
S1 77.53 77.53 80.72 75.48
S2 73.42 73.42 79.80
S3 63.31 67.42 78.87
S4 53.20 57.31 76.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.52 79.41 10.11 12.4% 3.19 3.9% 22% False True 6,094
10 91.26 79.41 11.85 14.5% 2.49 3.1% 19% False True 6,875
20 91.59 79.41 12.18 14.9% 2.08 2.5% 18% False True 6,386
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.31
2.618 93.12
1.618 89.33
1.000 86.99
0.618 85.54
HIGH 83.20
0.618 81.75
0.500 81.31
0.382 80.86
LOW 79.41
0.618 77.07
1.000 75.62
1.618 73.28
2.618 69.49
4.250 63.30
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 81.54 84.47
PP 81.42 83.53
S1 81.31 82.59

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

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