NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 85.41 85.45 0.04 0.0% 78.95
High 87.04 85.94 -1.10 -1.3% 84.27
Low 85.13 83.90 -1.23 -1.4% 75.66
Close 86.14 84.85 -1.29 -1.5% 83.35
Range 1.91 2.04 0.13 6.8% 8.61
ATR 3.14 3.07 -0.06 -2.0% 0.00
Volume 32,164 35,275 3,111 9.7% 113,271
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 91.02 89.97 85.97
R3 88.98 87.93 85.41
R2 86.94 86.94 85.22
R1 85.89 85.89 85.04 85.40
PP 84.90 84.90 84.90 84.65
S1 83.85 83.85 84.66 83.36
S2 82.86 82.86 84.48
S3 80.82 81.81 84.29
S4 78.78 79.77 83.73
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 87.04 81.81 5.23 6.2% 2.43 2.9% 58% False False 27,954
10 87.04 75.66 11.38 13.4% 2.85 3.4% 81% False False 24,005
20 90.50 75.66 14.84 17.5% 3.14 3.7% 62% False False 19,696
40 91.05 75.66 15.39 18.1% 2.90 3.4% 60% False False 15,059
60 102.42 75.66 26.76 31.5% 2.91 3.4% 34% False False 12,299
80 102.42 75.66 26.76 31.5% 2.72 3.2% 34% False False 10,575
100 105.34 75.66 29.68 35.0% 2.61 3.1% 31% False False 9,447
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 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.61
2.618 91.28
1.618 89.24
1.000 87.98
0.618 87.20
HIGH 85.94
0.618 85.16
0.500 84.92
0.382 84.68
LOW 83.90
0.618 82.64
1.000 81.86
1.618 80.60
2.618 78.56
4.250 75.23
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 84.92 85.47
PP 84.90 85.26
S1 84.87 85.06

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

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