NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 90.61 92.44 1.83 2.0% 87.66
High 93.09 92.87 -0.22 -0.2% 89.98
Low 90.52 90.00 -0.52 -0.6% 84.94
Close 92.14 89.98 -2.16 -2.3% 87.77
Range 2.57 2.87 0.30 11.7% 5.04
ATR 2.88 2.88 0.00 0.0% 0.00
Volume 32,366 38,137 5,771 17.8% 46,062
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.56 97.64 91.56
R3 96.69 94.77 90.77
R2 93.82 93.82 90.51
R1 91.90 91.90 90.24 91.43
PP 90.95 90.95 90.95 90.71
S1 89.03 89.03 89.72 88.56
S2 88.08 88.08 89.45
S3 85.21 86.16 89.19
S4 82.34 83.29 88.40
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 9.1% 2.80 3.1% 62% False False 19,103
10 93.09 84.22 8.87 9.9% 2.72 3.0% 65% False False 15,336
20 93.09 76.15 16.94 18.8% 2.78 3.1% 82% False False 11,944
40 93.09 76.15 16.94 18.8% 2.74 3.0% 82% False False 10,017
60 96.63 76.15 20.48 22.8% 2.81 3.1% 68% False False 8,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.07
2.618 100.38
1.618 97.51
1.000 95.74
0.618 94.64
HIGH 92.87
0.618 91.77
0.500 91.44
0.382 91.10
LOW 90.00
0.618 88.23
1.000 87.13
1.618 85.36
2.618 82.49
4.250 77.80
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 91.44 90.52
PP 90.95 90.34
S1 90.47 90.16

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

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