NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 79.88 82.59 2.71 3.4% 79.06
High 83.16 84.21 1.05 1.3% 84.21
Low 79.36 81.64 2.28 2.9% 75.35
Close 82.93 83.25 0.32 0.4% 83.25
Range 3.80 2.57 -1.23 -32.4% 8.86
ATR 3.51 3.44 -0.07 -1.9% 0.00
Volume 47,875 74,070 26,195 54.7% 267,797
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 90.74 89.57 84.66
R3 88.17 87.00 83.96
R2 85.60 85.60 83.72
R1 84.43 84.43 83.49 85.02
PP 83.03 83.03 83.03 83.33
S1 81.86 81.86 83.01 82.45
S2 80.46 80.46 82.78
S3 77.89 79.29 82.54
S4 75.32 76.72 81.84
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 107.52 104.24 88.12
R3 98.66 95.38 85.69
R2 89.80 89.80 84.87
R1 86.52 86.52 84.06 88.16
PP 80.94 80.94 80.94 81.76
S1 77.66 77.66 82.44 79.30
S2 72.08 72.08 81.63
S3 63.22 68.80 80.81
S4 54.36 59.94 78.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.21 75.35 8.86 10.6% 3.00 3.6% 89% True False 53,559
10 85.24 75.35 9.89 11.9% 3.58 4.3% 80% False False 43,842
20 90.79 75.35 15.44 18.5% 3.31 4.0% 51% False False 37,279
40 91.14 75.35 15.79 19.0% 3.11 3.7% 50% False False 28,691
60 102.12 75.35 26.77 32.2% 3.07 3.7% 30% False False 22,591
80 102.12 75.35 26.77 32.2% 2.85 3.4% 30% False False 19,195
100 105.30 75.35 29.95 36.0% 2.76 3.3% 26% False False 16,954
120 115.22 75.35 39.87 47.9% 2.82 3.4% 20% False False 14,733
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 0.87
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 95.13
2.618 90.94
1.618 88.37
1.000 86.78
0.618 85.80
HIGH 84.21
0.618 83.23
0.500 82.93
0.382 82.62
LOW 81.64
0.618 80.05
1.000 79.07
1.618 77.48
2.618 74.91
4.250 70.72
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 83.14 82.42
PP 83.03 81.59
S1 82.93 80.76

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

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