NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 83.37 79.06 -4.31 -5.2% 80.55
High 83.44 80.02 -3.42 -4.1% 85.24
Low 78.85 77.10 -1.75 -2.2% 77.70
Close 79.46 78.04 -1.42 -1.8% 79.46
Range 4.59 2.92 -1.67 -36.4% 7.54
ATR 3.52 3.48 -0.04 -1.2% 0.00
Volume 36,248 56,346 20,098 55.4% 170,629
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 87.15 85.51 79.65
R3 84.23 82.59 78.84
R2 81.31 81.31 78.58
R1 79.67 79.67 78.31 79.03
PP 78.39 78.39 78.39 78.07
S1 76.75 76.75 77.77 76.11
S2 75.47 75.47 77.50
S3 72.55 73.83 77.24
S4 69.63 70.91 76.43
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.42 98.98 83.61
R3 95.88 91.44 81.53
R2 88.34 88.34 80.84
R1 83.90 83.90 80.15 82.35
PP 80.80 80.80 80.80 80.03
S1 76.36 76.36 78.77 74.81
S2 73.26 73.26 78.08
S3 65.72 68.82 77.39
S4 58.18 61.28 75.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.24 77.10 8.14 10.4% 3.91 5.0% 12% False True 36,472
10 88.50 77.10 11.40 14.6% 3.84 4.9% 8% False True 34,374
20 91.14 77.10 14.04 18.0% 3.32 4.3% 7% False True 31,475
40 91.14 77.10 14.04 18.0% 3.28 4.2% 7% False True 25,106
60 102.12 77.10 25.02 32.1% 3.06 3.9% 4% False True 19,755
80 104.09 77.10 26.99 34.6% 2.86 3.7% 3% False True 17,143
100 105.30 77.10 28.20 36.1% 2.76 3.5% 3% False True 15,058
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.74
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 92.43
2.618 87.66
1.618 84.74
1.000 82.94
0.618 81.82
HIGH 80.02
0.618 78.90
0.500 78.56
0.382 78.22
LOW 77.10
0.618 75.30
1.000 74.18
1.618 72.38
2.618 69.46
4.250 64.69
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 78.56 80.77
PP 78.39 79.86
S1 78.21 78.95

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

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