NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 84.89 82.06 -2.83 -3.3% 88.85
High 86.29 85.61 -0.68 -0.8% 89.85
Low 82.60 81.90 -0.70 -0.8% 79.71
Close 83.15 83.76 0.61 0.7% 82.00
Range 3.69 3.71 0.02 0.5% 10.14
ATR 3.14 3.18 0.04 1.3% 0.00
Volume 17,787 16,685 -1,102 -6.2% 93,081
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.89 93.03 85.80
R3 91.18 89.32 84.78
R2 87.47 87.47 84.44
R1 85.61 85.61 84.10 86.54
PP 83.76 83.76 83.76 84.22
S1 81.90 81.90 83.42 82.83
S2 80.05 80.05 83.08
S3 76.34 78.19 82.74
S4 72.63 74.48 81.72
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 86.37 79.45 6.92 8.3% 3.57 4.3% 62% False False 20,455
10 91.35 79.45 11.90 14.2% 3.21 3.8% 36% False False 18,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.67
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.38
2.618 95.32
1.618 91.61
1.000 89.32
0.618 87.90
HIGH 85.61
0.618 84.19
0.500 83.76
0.382 83.32
LOW 81.90
0.618 79.61
1.000 78.19
1.618 75.90
2.618 72.19
4.250 66.13
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 83.76 84.14
PP 83.76 84.01
S1 83.76 83.89

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

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