NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 83.34 85.69 2.35 2.8% 78.95
High 86.37 87.02 0.65 0.8% 84.27
Low 83.22 84.41 1.19 1.4% 75.66
Close 85.77 86.37 0.60 0.7% 83.35
Range 3.15 2.61 -0.54 -17.1% 8.61
ATR 3.28 3.23 -0.05 -1.5% 0.00
Volume 24,763 18,785 -5,978 -24.1% 113,271
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.76 92.68 87.81
R3 91.15 90.07 87.09
R2 88.54 88.54 86.85
R1 87.46 87.46 86.61 88.00
PP 85.93 85.93 85.93 86.21
S1 84.85 84.85 86.13 85.39
S2 83.32 83.32 85.89
S3 80.71 82.24 85.65
S4 78.10 79.63 84.93
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 106.92 103.75 88.09
R3 98.31 95.14 85.72
R2 89.70 89.70 84.93
R1 86.53 86.53 84.14 88.12
PP 81.09 81.09 81.09 81.89
S1 77.92 77.92 82.56 79.51
S2 72.48 72.48 81.77
S3 63.87 69.31 80.98
S4 55.26 60.70 78.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.02 77.57 9.45 10.9% 2.91 3.4% 93% True False 22,756
10 87.02 75.66 11.36 13.2% 3.23 3.7% 94% True False 20,151
20 90.80 75.66 15.14 17.5% 3.13 3.6% 71% False False 18,238
40 91.05 75.66 15.39 17.8% 2.89 3.3% 70% False False 13,813
60 102.42 75.66 26.76 31.0% 2.92 3.4% 40% False False 11,309
80 102.42 75.66 26.76 31.0% 2.71 3.1% 40% False False 9,817
100 105.34 75.66 29.68 34.4% 2.62 3.0% 36% False False 8,821
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.11
2.618 93.85
1.618 91.24
1.000 89.63
0.618 88.63
HIGH 87.02
0.618 86.02
0.500 85.72
0.382 85.41
LOW 84.41
0.618 82.80
1.000 81.80
1.618 80.19
2.618 77.58
4.250 73.32
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 86.15 85.72
PP 85.93 85.07
S1 85.72 84.42

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

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