NYMEX Light Sweet Crude Oil Future June 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 86.15 83.20 -2.95 -3.4% 88.85
High 86.78 83.50 -3.28 -3.8% 89.85
Low 81.83 79.71 -2.12 -2.6% 79.71
Close 82.43 82.00 -0.43 -0.5% 82.00
Range 4.95 3.79 -1.16 -23.4% 10.14
ATR
Volume 16,761 26,314 9,553 57.0% 93,081
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 93.11 91.34 84.08
R3 89.32 87.55 83.04
R2 85.53 85.53 82.69
R1 83.76 83.76 82.35 82.75
PP 81.74 81.74 81.74 81.23
S1 79.97 79.97 81.65 78.96
S2 77.95 77.95 81.31
S3 74.16 76.18 80.96
S4 70.37 72.39 79.92
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 114.27 108.28 87.58
R3 104.13 98.14 84.79
R2 93.99 93.99 83.86
R1 88.00 88.00 82.93 85.93
PP 83.85 83.85 83.85 82.82
S1 77.86 77.86 81.07 75.79
S2 73.71 73.71 80.14
S3 63.57 67.72 79.21
S4 53.43 57.58 76.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.85 79.71 10.14 12.4% 3.20 3.9% 23% False True 18,616
10 91.63 79.71 11.92 14.5% 2.71 3.3% 19% False True 18,892
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.61
2.618 93.42
1.618 89.63
1.000 87.29
0.618 85.84
HIGH 83.50
0.618 82.05
0.500 81.61
0.382 81.16
LOW 79.71
0.618 77.37
1.000 75.92
1.618 73.58
2.618 69.79
4.250 63.60
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 81.87 84.78
PP 81.74 83.85
S1 81.61 82.93

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

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