NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 86.59 87.42 0.83 1.0% 87.66
High 88.99 91.72 2.73 3.1% 89.79
Low 86.10 87.14 1.04 1.2% 84.38
Close 87.47 91.14 3.67 4.2% 87.47
Range 2.89 4.58 1.69 58.5% 5.41
ATR 3.15 3.25 0.10 3.2% 0.00
Volume 64,266 65,752 1,486 2.3% 268,820
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.74 102.02 93.66
R3 99.16 97.44 92.40
R2 94.58 94.58 91.98
R1 92.86 92.86 91.56 93.72
PP 90.00 90.00 90.00 90.43
S1 88.28 88.28 90.72 89.14
S2 85.42 85.42 90.30
S3 80.84 83.70 89.88
S4 76.26 79.12 88.62
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 91.72 84.38 7.34 8.1% 3.47 3.8% 92% True False 55,954
10 91.72 83.60 8.12 8.9% 2.97 3.3% 93% True False 59,617
20 91.72 75.35 16.37 18.0% 3.23 3.5% 96% True False 52,758
40 91.72 75.35 16.37 18.0% 3.07 3.4% 96% True False 40,488
60 100.07 75.35 24.72 27.1% 3.25 3.6% 64% False False 32,204
80 102.12 75.35 26.77 29.4% 2.99 3.3% 59% False False 26,369
100 104.25 75.35 28.90 31.7% 2.84 3.1% 55% False False 22,900
120 108.59 75.35 33.24 36.5% 2.92 3.2% 48% False False 20,012
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 0.75
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 111.19
2.618 103.71
1.618 99.13
1.000 96.30
0.618 94.55
HIGH 91.72
0.618 89.97
0.500 89.43
0.382 88.89
LOW 87.14
0.618 84.31
1.000 82.56
1.618 79.73
2.618 75.15
4.250 67.68
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 90.57 90.11
PP 90.00 89.08
S1 89.43 88.05

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

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