NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 86.38 86.59 0.21 0.2% 87.66
High 87.24 88.99 1.75 2.0% 89.79
Low 84.38 86.10 1.72 2.0% 84.38
Close 86.21 87.47 1.26 1.5% 87.47
Range 2.86 2.89 0.03 1.0% 5.41
ATR 3.17 3.15 -0.02 -0.6% 0.00
Volume 49,751 64,266 14,515 29.2% 268,820
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 96.19 94.72 89.06
R3 93.30 91.83 88.26
R2 90.41 90.41 88.00
R1 88.94 88.94 87.73 89.68
PP 87.52 87.52 87.52 87.89
S1 86.05 86.05 87.21 86.79
S2 84.63 84.63 86.94
S3 81.74 83.16 86.68
S4 78.85 80.27 85.88
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.44 100.87 90.45
R3 98.03 95.46 88.96
R2 92.62 92.62 88.46
R1 90.05 90.05 87.97 88.63
PP 87.21 87.21 87.21 86.51
S1 84.64 84.64 86.97 83.22
S2 81.80 81.80 86.48
S3 76.39 79.23 85.98
S4 70.98 73.82 84.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.79 84.38 5.41 6.2% 3.00 3.4% 57% False False 53,764
10 89.79 83.12 6.67 7.6% 2.83 3.2% 65% False False 59,559
20 89.79 75.35 14.44 16.5% 3.20 3.7% 84% False False 51,701
40 91.14 75.35 15.79 18.1% 3.02 3.5% 77% False False 39,326
60 100.07 75.35 24.72 28.3% 3.21 3.7% 49% False False 31,220
80 102.12 75.35 26.77 30.6% 2.95 3.4% 45% False False 25,647
100 104.25 75.35 28.90 33.0% 2.81 3.2% 42% False False 22,327
120 111.84 75.35 36.49 41.7% 2.90 3.3% 33% False False 19,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.27
2.618 96.56
1.618 93.67
1.000 91.88
0.618 90.78
HIGH 88.99
0.618 87.89
0.500 87.55
0.382 87.20
LOW 86.10
0.618 84.31
1.000 83.21
1.618 81.42
2.618 78.53
4.250 73.82
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 87.55 87.34
PP 87.52 87.21
S1 87.50 87.09

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

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