NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 86.88 88.58 1.70 2.0% 87.66
High 89.33 91.30 1.97 2.2% 89.98
Low 86.65 87.95 1.30 1.5% 84.94
Close 87.77 90.76 2.99 3.4% 87.77
Range 2.68 3.35 0.67 25.0% 5.04
ATR 2.85 2.90 0.05 1.7% 0.00
Volume 8,795 9,930 1,135 12.9% 46,062
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 100.05 98.76 92.60
R3 96.70 95.41 91.68
R2 93.35 93.35 91.37
R1 92.06 92.06 91.07 92.71
PP 90.00 90.00 90.00 90.33
S1 88.71 88.71 90.45 89.36
S2 86.65 86.65 90.15
S3 83.30 85.36 89.84
S4 79.95 82.01 88.92
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 102.68 100.27 90.54
R3 97.64 95.23 89.16
R2 92.60 92.60 88.69
R1 90.19 90.19 88.23 91.40
PP 87.56 87.56 87.56 88.17
S1 85.15 85.15 87.31 86.36
S2 82.52 82.52 86.85
S3 77.48 80.11 86.38
S4 72.44 75.07 85.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.30 84.94 6.36 7.0% 2.91 3.2% 92% True False 8,869
10 91.30 84.22 7.08 7.8% 2.59 2.9% 92% True False 10,939
20 91.30 76.15 15.15 16.7% 2.82 3.1% 96% True False 9,016
40 91.44 76.15 15.29 16.8% 2.70 3.0% 96% False False 8,436
60 100.27 76.15 24.12 26.6% 2.81 3.1% 61% False False 7,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 105.54
2.618 100.07
1.618 96.72
1.000 94.65
0.618 93.37
HIGH 91.30
0.618 90.02
0.500 89.63
0.382 89.23
LOW 87.95
0.618 85.88
1.000 84.60
1.618 82.53
2.618 79.18
4.250 73.71
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 90.38 89.88
PP 90.00 89.00
S1 89.63 88.12

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

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