NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 78.64 80.16 1.52 1.9% 81.37
High 80.18 83.27 3.09 3.9% 85.48
Low 77.57 79.55 1.98 2.6% 77.95
Close 80.11 83.09 2.98 3.7% 79.60
Range 2.61 3.72 1.11 42.5% 7.53
ATR 3.32 3.35 0.03 0.9% 0.00
Volume 18,246 23,207 4,961 27.2% 81,947
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.13 91.83 85.14
R3 89.41 88.11 84.11
R2 85.69 85.69 83.77
R1 84.39 84.39 83.43 85.04
PP 81.97 81.97 81.97 82.30
S1 80.67 80.67 82.75 81.32
S2 78.25 78.25 82.41
S3 74.53 76.95 82.07
S4 70.81 73.23 81.04
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 83.61 75.66 7.95 9.6% 3.27 3.9% 93% False False 20,057
10 85.48 75.66 9.82 11.8% 3.57 4.3% 76% False False 18,638
20 90.88 75.66 15.22 18.3% 3.18 3.8% 49% False False 16,803
40 91.05 75.66 15.39 18.5% 2.92 3.5% 48% False False 12,780
60 102.42 75.66 26.76 32.2% 2.93 3.5% 28% False False 10,401
80 102.42 75.66 26.76 32.2% 2.72 3.3% 28% False False 9,135
100 105.34 75.66 29.68 35.7% 2.59 3.1% 25% False False 8,167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.66
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.08
2.618 93.01
1.618 89.29
1.000 86.99
0.618 85.57
HIGH 83.27
0.618 81.85
0.500 81.41
0.382 80.97
LOW 79.55
0.618 77.25
1.000 75.83
1.618 73.53
2.618 69.81
4.250 63.74
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 82.53 81.88
PP 81.97 80.67
S1 81.41 79.47

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

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