NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 88.58 90.61 2.03 2.3% 87.66
High 91.30 93.09 1.79 2.0% 89.98
Low 87.95 90.52 2.57 2.9% 84.94
Close 90.76 92.14 1.38 1.5% 87.77
Range 3.35 2.57 -0.78 -23.3% 5.04
ATR 2.90 2.88 -0.02 -0.8% 0.00
Volume 9,930 32,366 22,436 225.9% 46,062
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.63 98.45 93.55
R3 97.06 95.88 92.85
R2 94.49 94.49 92.61
R1 93.31 93.31 92.38 93.90
PP 91.92 91.92 91.92 92.21
S1 90.74 90.74 91.90 91.33
S2 89.35 89.35 91.67
S3 86.78 88.17 91.43
S4 84.21 85.60 90.73
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 93.09 84.94 8.15 8.8% 2.89 3.1% 88% True False 13,413
10 93.09 84.22 8.87 9.6% 2.60 2.8% 89% True False 13,049
20 93.09 76.15 16.94 18.4% 2.80 3.0% 94% True False 10,321
40 93.09 76.15 16.94 18.4% 2.73 3.0% 94% True False 9,163
60 98.46 76.15 22.31 24.2% 2.79 3.0% 72% False False 7,909
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.01
2.618 99.82
1.618 97.25
1.000 95.66
0.618 94.68
HIGH 93.09
0.618 92.11
0.500 91.81
0.382 91.50
LOW 90.52
0.618 88.93
1.000 87.95
1.618 86.36
2.618 83.79
4.250 79.60
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 92.03 91.38
PP 91.92 90.63
S1 91.81 89.87

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

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