NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 85.45 84.95 -0.50 -0.6% 83.34
High 85.94 87.81 1.87 2.2% 87.81
Low 83.90 84.50 0.60 0.7% 83.22
Close 84.85 87.22 2.37 2.8% 87.22
Range 2.04 3.31 1.27 62.3% 4.59
ATR 3.07 3.09 0.02 0.6% 0.00
Volume 35,275 24,985 -10,290 -29.2% 135,972
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 96.44 95.14 89.04
R3 93.13 91.83 88.13
R2 89.82 89.82 87.83
R1 88.52 88.52 87.52 89.17
PP 86.51 86.51 86.51 86.84
S1 85.21 85.21 86.92 85.86
S2 83.20 83.20 86.61
S3 79.89 81.90 86.31
S4 76.58 78.59 85.40
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.85 98.13 89.74
R3 95.26 93.54 88.48
R2 90.67 90.67 88.06
R1 88.95 88.95 87.64 89.81
PP 86.08 86.08 86.08 86.52
S1 84.36 84.36 86.80 85.22
S2 81.49 81.49 86.38
S3 76.90 79.77 85.96
S4 72.31 75.18 84.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.81 83.22 4.59 5.3% 2.60 3.0% 87% True False 27,194
10 87.81 75.66 12.15 13.9% 2.72 3.1% 95% True False 24,924
20 88.69 75.66 13.03 14.9% 3.19 3.7% 89% False False 20,381
40 91.05 75.66 15.39 17.6% 2.83 3.2% 75% False False 15,572
60 102.42 75.66 26.76 30.7% 2.92 3.4% 43% False False 12,663
80 102.42 75.66 26.76 30.7% 2.74 3.1% 43% False False 10,846
100 105.34 75.66 29.68 34.0% 2.63 3.0% 39% False False 9,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.88
2.618 96.48
1.618 93.17
1.000 91.12
0.618 89.86
HIGH 87.81
0.618 86.55
0.500 86.16
0.382 85.76
LOW 84.50
0.618 82.45
1.000 81.19
1.618 79.14
2.618 75.83
4.250 70.43
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 86.87 86.77
PP 86.51 86.31
S1 86.16 85.86

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

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