NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 83.20 84.65 1.45 1.7% 88.57
High 85.84 86.02 0.18 0.2% 89.52
Low 83.12 82.84 -0.28 -0.3% 79.41
Close 85.82 82.85 -2.97 -3.5% 81.65
Range 2.72 3.18 0.46 16.9% 10.11
ATR 2.85 2.88 0.02 0.8% 0.00
Volume 5,586 5,085 -501 -9.0% 30,472
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 93.44 91.33 84.60
R3 90.26 88.15 83.72
R2 87.08 87.08 83.43
R1 84.97 84.97 83.14 84.44
PP 83.90 83.90 83.90 83.64
S1 81.79 81.79 82.56 81.26
S2 80.72 80.72 82.27
S3 77.54 78.61 81.98
S4 74.36 75.43 81.10
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 86.50 79.11 7.39 8.9% 3.69 4.5% 51% False False 6,625
10 91.22 79.11 12.11 14.6% 2.91 3.5% 31% False False 6,337
20 91.59 79.11 12.48 15.1% 2.35 2.8% 30% False False 6,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.54
2.618 94.35
1.618 91.17
1.000 89.20
0.618 87.99
HIGH 86.02
0.618 84.81
0.500 84.43
0.382 84.05
LOW 82.84
0.618 80.87
1.000 79.66
1.618 77.69
2.618 74.51
4.250 69.33
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 84.43 82.76
PP 83.90 82.66
S1 83.38 82.57

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

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