NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 86.59 88.50 1.91 2.2% 83.15
High 89.35 89.79 0.44 0.5% 87.69
Low 85.95 86.19 0.24 0.3% 83.12
Close 88.68 86.43 -2.25 -2.5% 87.10
Range 3.40 3.60 0.20 5.9% 4.57
ATR 3.16 3.19 0.03 1.0% 0.00
Volume 46,615 53,388 6,773 14.5% 326,778
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 98.27 95.95 88.41
R3 94.67 92.35 87.42
R2 91.07 91.07 87.09
R1 88.75 88.75 86.76 88.11
PP 87.47 87.47 87.47 87.15
S1 85.15 85.15 86.10 84.51
S2 83.87 83.87 85.77
S3 80.27 81.55 85.44
S4 76.67 77.95 84.45
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.68 97.96 89.61
R3 95.11 93.39 88.36
R2 90.54 90.54 87.94
R1 88.82 88.82 87.52 89.68
PP 85.97 85.97 85.97 86.40
S1 84.25 84.25 86.68 85.11
S2 81.40 81.40 86.26
S3 76.83 79.68 85.84
S4 72.26 75.11 84.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.79 83.60 6.19 7.2% 2.98 3.4% 46% True False 57,678
10 89.79 79.36 10.43 12.1% 2.89 3.3% 68% True False 60,352
20 89.79 75.35 14.44 16.7% 3.39 3.9% 77% True False 49,492
40 91.14 75.35 15.79 18.3% 3.00 3.5% 70% False False 37,370
60 101.15 75.35 25.80 29.9% 3.17 3.7% 43% False False 29,578
80 102.12 75.35 26.77 31.0% 2.94 3.4% 41% False False 24,404
100 105.30 75.35 29.95 34.7% 2.81 3.3% 37% False False 21,290
120 115.22 75.35 39.87 46.1% 2.90 3.4% 28% False False 18,570
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 105.09
2.618 99.21
1.618 95.61
1.000 93.39
0.618 92.01
HIGH 89.79
0.618 88.41
0.500 87.99
0.382 87.57
LOW 86.19
0.618 83.97
1.000 82.59
1.618 80.37
2.618 76.77
4.250 70.89
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 87.99 87.87
PP 87.47 87.39
S1 86.95 86.91

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

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