NYMEX Light Sweet Crude Oil Future April 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 79.00 80.20 1.20 1.5% 80.82
High 80.43 83.46 3.03 3.8% 85.85
Low 78.03 79.93 1.90 2.4% 78.72
Close 80.43 83.39 2.96 3.7% 80.02
Range 2.40 3.53 1.13 47.1% 7.13
ATR 3.17 3.19 0.03 0.8% 0.00
Volume 8,801 9,863 1,062 12.1% 33,295
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 92.85 91.65 85.33
R3 89.32 88.12 84.36
R2 85.79 85.79 84.04
R1 84.59 84.59 83.71 85.19
PP 82.26 82.26 82.26 82.56
S1 81.06 81.06 83.07 81.66
S2 78.73 78.73 82.74
S3 75.20 77.53 82.42
S4 71.67 74.00 81.45
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 102.92 98.60 83.94
R3 95.79 91.47 81.98
R2 88.66 88.66 81.33
R1 84.34 84.34 80.67 82.94
PP 81.53 81.53 81.53 80.83
S1 77.21 77.21 79.37 75.81
S2 74.40 74.40 78.71
S3 67.27 70.08 78.06
S4 60.14 62.95 76.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.02 76.15 7.87 9.4% 3.17 3.8% 92% False False 7,334
10 85.85 76.15 9.70 11.6% 3.33 4.0% 75% False False 7,278
20 91.22 76.15 15.07 18.1% 2.99 3.6% 48% False False 7,897
40 91.44 76.15 15.29 18.3% 2.70 3.2% 47% False False 7,095
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 0.89
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.46
2.618 92.70
1.618 89.17
1.000 86.99
0.618 85.64
HIGH 83.46
0.618 82.11
0.500 81.70
0.382 81.28
LOW 79.93
0.618 77.75
1.000 76.40
1.618 74.22
2.618 70.69
4.250 64.93
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 82.83 82.20
PP 82.26 81.00
S1 81.70 79.81

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

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