NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 77.50 78.93 1.43 1.8% 80.13
High 79.03 80.60 1.57 2.0% 86.02
Low 76.44 78.34 1.90 2.5% 79.11
Close 77.06 80.62 3.56 4.6% 80.29
Range 2.59 2.26 -0.33 -12.7% 6.91
ATR 2.90 2.95 0.05 1.6% 0.00
Volume 4,496 9,683 5,187 115.4% 28,678
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 86.63 85.89 81.86
R3 84.37 83.63 81.24
R2 82.11 82.11 81.03
R1 81.37 81.37 80.83 81.74
PP 79.85 79.85 79.85 80.04
S1 79.11 79.11 80.41 79.48
S2 77.59 77.59 80.21
S3 75.33 76.85 80.00
S4 73.07 74.59 79.38
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 85.00 76.44 8.56 10.6% 2.79 3.5% 49% False False 6,097
10 86.50 76.44 10.06 12.5% 3.24 4.0% 42% False False 6,361
20 91.46 76.44 15.02 18.6% 2.58 3.2% 28% False False 6,678
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 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.21
2.618 86.52
1.618 84.26
1.000 82.86
0.618 82.00
HIGH 80.60
0.618 79.74
0.500 79.47
0.382 79.20
LOW 78.34
0.618 76.94
1.000 76.08
1.618 74.68
2.618 72.42
4.250 68.74
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 80.24 79.92
PP 79.85 79.22
S1 79.47 78.52

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

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