NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 85.75 85.55 -0.20 -0.2% 79.06
High 86.88 86.84 -0.04 0.0% 84.21
Low 84.35 84.89 0.54 0.6% 75.35
Close 86.16 85.95 -0.21 -0.2% 83.25
Range 2.53 1.95 -0.58 -22.9% 8.86
ATR 3.35 3.25 -0.10 -3.0% 0.00
Volume 53,218 74,792 21,574 40.5% 267,797
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 91.74 90.80 87.02
R3 89.79 88.85 86.49
R2 87.84 87.84 86.31
R1 86.90 86.90 86.13 87.37
PP 85.89 85.89 85.89 86.13
S1 84.95 84.95 85.77 85.42
S2 83.94 83.94 85.59
S3 81.99 83.00 85.41
S4 80.04 81.05 84.88
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 79.36 7.52 8.7% 2.80 3.3% 88% False False 63,026
10 86.88 75.35 11.53 13.4% 3.15 3.7% 92% False False 52,865
20 90.63 75.35 15.28 17.8% 3.28 3.8% 69% False False 42,320
40 91.14 75.35 15.79 18.4% 3.09 3.6% 67% False False 31,907
60 102.12 75.35 26.77 31.1% 3.09 3.6% 40% False False 25,361
80 102.12 75.35 26.77 31.1% 2.88 3.3% 40% False False 21,286
100 105.30 75.35 29.95 34.8% 2.76 3.2% 35% False False 18,757
120 115.22 75.35 39.87 46.4% 2.84 3.3% 27% False False 16,264
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 95.13
2.618 91.95
1.618 90.00
1.000 88.79
0.618 88.05
HIGH 86.84
0.618 86.10
0.500 85.87
0.382 85.63
LOW 84.89
0.618 83.68
1.000 82.94
1.618 81.73
2.618 79.78
4.250 76.60
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 85.92 85.63
PP 85.89 85.32
S1 85.87 85.00

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

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