NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 81.02 83.20 2.18 2.7% 79.37
High 83.63 84.71 1.08 1.3% 84.71
Low 80.09 82.09 2.00 2.5% 76.44
Close 83.56 83.58 0.02 0.0% 83.58
Range 3.54 2.62 -0.92 -26.0% 8.27
ATR 2.99 2.96 -0.03 -0.9% 0.00
Volume 10,223 10,740 517 5.1% 41,952
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 91.32 90.07 85.02
R3 88.70 87.45 84.30
R2 86.08 86.08 84.06
R1 84.83 84.83 83.82 85.46
PP 83.46 83.46 83.46 83.77
S1 82.21 82.21 83.34 82.84
S2 80.84 80.84 83.10
S3 78.22 79.59 82.86
S4 75.60 76.97 82.14
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 106.39 103.25 88.13
R3 98.12 94.98 85.85
R2 89.85 89.85 85.10
R1 86.71 86.71 84.34 88.28
PP 81.58 81.58 81.58 82.36
S1 78.44 78.44 82.82 80.01
S2 73.31 73.31 82.06
S3 65.04 70.17 81.31
S4 56.77 61.90 79.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.71 76.44 8.27 9.9% 2.50 3.0% 86% True False 8,390
10 86.02 76.44 9.58 11.5% 2.97 3.5% 75% False False 7,063
20 91.26 76.44 14.82 17.7% 2.73 3.3% 48% False False 6,969
40 91.59 76.44 15.15 18.1% 2.34 2.8% 47% False False 6,492
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 0.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.85
2.618 91.57
1.618 88.95
1.000 87.33
0.618 86.33
HIGH 84.71
0.618 83.71
0.500 83.40
0.382 83.09
LOW 82.09
0.618 80.47
1.000 79.47
1.618 77.85
2.618 75.23
4.250 70.96
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 83.52 82.90
PP 83.46 82.21
S1 83.40 81.53

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

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