NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 79.37 77.50 -1.87 -2.4% 80.13
High 79.88 79.03 -0.85 -1.1% 86.02
Low 78.37 76.44 -1.93 -2.5% 79.11
Close 78.99 77.06 -1.93 -2.4% 80.29
Range 1.51 2.59 1.08 71.5% 6.91
ATR 2.93 2.90 -0.02 -0.8% 0.00
Volume 6,810 4,496 -2,314 -34.0% 28,678
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 85.28 83.76 78.48
R3 82.69 81.17 77.77
R2 80.10 80.10 77.53
R1 78.58 78.58 77.30 78.05
PP 77.51 77.51 77.51 77.24
S1 75.99 75.99 76.82 75.46
S2 74.92 74.92 76.59
S3 72.33 73.40 76.35
S4 69.74 70.81 75.64
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 102.54 98.32 84.09
R3 95.63 91.41 82.19
R2 88.72 88.72 81.56
R1 84.50 84.50 80.92 86.61
PP 81.81 81.81 81.81 82.86
S1 77.59 77.59 79.66 79.70
S2 74.90 74.90 79.02
S3 67.99 70.68 78.39
S4 61.08 63.77 76.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.02 76.44 9.58 12.4% 2.97 3.9% 6% False True 5,178
10 89.52 76.44 13.08 17.0% 3.29 4.3% 5% False True 5,995
20 91.46 76.44 15.02 19.5% 2.59 3.4% 4% False True 6,333
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 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.04
2.618 85.81
1.618 83.22
1.000 81.62
0.618 80.63
HIGH 79.03
0.618 78.04
0.500 77.74
0.382 77.43
LOW 76.44
0.618 74.84
1.000 73.85
1.618 72.25
2.618 69.66
4.250 65.43
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 77.74 80.35
PP 77.51 79.25
S1 77.29 78.16

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

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