NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 85.74 85.60 -0.14 -0.2% 79.08
High 87.09 87.14 0.05 0.1% 84.44
Low 84.63 85.45 0.82 1.0% 76.15
Close 86.60 86.39 -0.21 -0.2% 83.49
Range 2.46 1.69 -0.77 -31.3% 8.29
ATR 3.08 2.98 -0.10 -3.2% 0.00
Volume 11,267 15,269 4,002 35.5% 40,168
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 91.40 90.58 87.32
R3 89.71 88.89 86.85
R2 88.02 88.02 86.70
R1 87.20 87.20 86.54 87.61
PP 86.33 86.33 86.33 86.53
S1 85.51 85.51 86.24 85.92
S2 84.64 84.64 86.08
S3 82.95 83.82 85.93
S4 81.26 82.13 85.46
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 106.23 103.15 88.05
R3 97.94 94.86 85.77
R2 89.65 89.65 85.01
R1 86.57 86.57 84.25 88.11
PP 81.36 81.36 81.36 82.13
S1 78.28 78.28 82.73 79.82
S2 73.07 73.07 81.97
S3 64.78 69.99 81.21
S4 56.49 61.70 78.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.14 79.93 7.21 8.3% 2.52 2.9% 90% True False 10,421
10 87.14 76.15 10.99 12.7% 2.84 3.3% 93% True False 8,551
20 91.16 76.15 15.01 17.4% 2.91 3.4% 68% False False 8,016
40 91.44 76.15 15.29 17.7% 2.72 3.2% 67% False False 7,546
60 102.67 76.15 26.52 30.7% 2.64 3.1% 39% False False 6,580
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.88
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 94.32
2.618 91.56
1.618 89.87
1.000 88.83
0.618 88.18
HIGH 87.14
0.618 86.49
0.500 86.30
0.382 86.10
LOW 85.45
0.618 84.41
1.000 83.76
1.618 82.72
2.618 81.03
4.250 78.27
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 86.36 86.11
PP 86.33 85.83
S1 86.30 85.55

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

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