NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 78.95 76.98 -1.97 -2.5% 81.37
High 80.10 78.39 -1.71 -2.1% 85.48
Low 77.42 75.66 -1.76 -2.3% 77.95
Close 78.25 76.29 -1.96 -2.5% 79.60
Range 2.68 2.73 0.05 1.9% 7.53
ATR 3.32 3.28 -0.04 -1.3% 0.00
Volume 21,280 21,755 475 2.2% 81,947
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 84.97 83.36 77.79
R3 82.24 80.63 77.04
R2 79.51 79.51 76.79
R1 77.90 77.90 76.54 77.34
PP 76.78 76.78 76.78 76.50
S1 75.17 75.17 76.04 74.61
S2 74.05 74.05 75.79
S3 71.32 72.44 75.54
S4 68.59 69.71 74.79
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.60 99.13 83.74
R3 96.07 91.60 81.67
R2 88.54 88.54 80.98
R1 84.07 84.07 80.29 82.54
PP 81.01 81.01 81.01 80.25
S1 76.54 76.54 78.91 75.01
S2 73.48 73.48 78.22
S3 65.95 69.01 77.53
S4 58.42 61.48 75.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.28 75.66 9.62 12.6% 3.55 4.7% 7% False True 17,546
10 88.69 75.66 13.03 17.1% 3.74 4.9% 5% False True 17,633
20 91.05 75.66 15.39 20.2% 3.10 4.1% 4% False True 15,428
40 91.05 75.66 15.39 20.2% 3.00 3.9% 4% False True 12,138
60 102.42 75.66 26.76 35.1% 2.92 3.8% 2% False True 9,920
80 102.42 75.66 26.76 35.1% 2.70 3.5% 2% False True 8,780
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 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.99
2.618 85.54
1.618 82.81
1.000 81.12
0.618 80.08
HIGH 78.39
0.618 77.35
0.500 77.03
0.382 76.70
LOW 75.66
0.618 73.97
1.000 72.93
1.618 71.24
2.618 68.51
4.250 64.06
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 77.03 79.64
PP 76.78 78.52
S1 76.54 77.41

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

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