NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 80.13 83.20 3.07 3.8% 88.57
High 82.78 85.84 3.06 3.7% 89.52
Low 79.11 83.12 4.01 5.1% 79.41
Close 81.78 85.82 4.04 4.9% 81.65
Range 3.67 2.72 -0.95 -25.9% 10.11
ATR 2.76 2.85 0.09 3.4% 0.00
Volume 8,508 5,586 -2,922 -34.3% 30,472
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 93.09 92.17 87.32
R3 90.37 89.45 86.57
R2 87.65 87.65 86.32
R1 86.73 86.73 86.07 87.19
PP 84.93 84.93 84.93 85.16
S1 84.01 84.01 85.57 84.47
S2 82.21 82.21 85.32
S3 79.49 81.29 85.07
S4 76.77 78.57 84.32
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 79.11 10.41 12.1% 3.61 4.2% 64% False False 6,813
10 91.22 79.11 12.11 14.1% 2.75 3.2% 55% False False 6,660
20 91.59 79.11 12.48 14.5% 2.28 2.7% 54% False False 6,691
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.40
2.618 92.96
1.618 90.24
1.000 88.56
0.618 87.52
HIGH 85.84
0.618 84.80
0.500 84.48
0.382 84.16
LOW 83.12
0.618 81.44
1.000 80.40
1.618 78.72
2.618 76.00
4.250 71.56
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 85.37 84.71
PP 84.93 83.59
S1 84.48 82.48

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

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