NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 83.15 85.75 2.60 3.1% 79.06
High 86.27 86.88 0.61 0.7% 84.21
Low 83.12 84.35 1.23 1.5% 75.35
Close 85.67 86.16 0.49 0.6% 83.25
Range 3.15 2.53 -0.62 -19.7% 8.86
ATR 3.42 3.35 -0.06 -1.9% 0.00
Volume 65,177 53,218 -11,959 -18.3% 267,797
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.39 92.30 87.55
R3 90.86 89.77 86.86
R2 88.33 88.33 86.62
R1 87.24 87.24 86.39 87.79
PP 85.80 85.80 85.80 86.07
S1 84.71 84.71 85.93 85.26
S2 83.27 83.27 85.70
S3 80.74 82.18 85.46
S4 78.21 79.65 84.77
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 86.88 77.30 9.58 11.1% 2.96 3.4% 92% True False 56,686
10 86.88 75.35 11.53 13.4% 3.36 3.9% 94% True False 48,524
20 90.63 75.35 15.28 17.7% 3.28 3.8% 71% False False 40,178
40 91.14 75.35 15.79 18.3% 3.09 3.6% 68% False False 30,515
60 102.12 75.35 26.77 31.1% 3.09 3.6% 40% False False 24,204
80 102.12 75.35 26.77 31.1% 2.88 3.3% 40% False False 20,471
100 105.30 75.35 29.95 34.8% 2.78 3.2% 36% False False 18,048
120 115.22 75.35 39.87 46.3% 2.84 3.3% 27% False False 15,685
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 0.82
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 97.63
2.618 93.50
1.618 90.97
1.000 89.41
0.618 88.44
HIGH 86.88
0.618 85.91
0.500 85.62
0.382 85.32
LOW 84.35
0.618 82.79
1.000 81.82
1.618 80.26
2.618 77.73
4.250 73.60
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 85.98 85.53
PP 85.80 84.89
S1 85.62 84.26

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

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