NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 84.11 84.89 0.78 0.9% 79.37
High 86.40 87.18 0.78 0.9% 84.71
Low 84.03 84.82 0.79 0.9% 76.44
Close 85.92 86.66 0.74 0.9% 83.58
Range 2.37 2.36 -0.01 -0.4% 8.27
ATR 2.95 2.91 -0.04 -1.4% 0.00
Volume 6,406 9,508 3,102 48.4% 41,952
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.30 92.34 87.96
R3 90.94 89.98 87.31
R2 88.58 88.58 87.09
R1 87.62 87.62 86.88 88.10
PP 86.22 86.22 86.22 86.46
S1 85.26 85.26 86.44 85.74
S2 83.86 83.86 86.23
S3 81.50 82.90 86.01
S4 79.14 80.54 85.36
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 87.18 78.34 8.84 10.2% 2.63 3.0% 94% True False 9,312
10 87.18 76.44 10.74 12.4% 2.80 3.2% 95% True False 7,245
20 91.22 76.44 14.78 17.1% 2.78 3.2% 69% False False 6,952
40 91.59 76.44 15.15 17.5% 2.32 2.7% 67% False False 6,451
Crabel Price Patterns
NR True
NR4 True
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 0.69
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.21
2.618 93.36
1.618 91.00
1.000 89.54
0.618 88.64
HIGH 87.18
0.618 86.28
0.500 86.00
0.382 85.72
LOW 84.82
0.618 83.36
1.000 82.46
1.618 81.00
2.618 78.64
4.250 74.79
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 86.44 85.99
PP 86.22 85.31
S1 86.00 84.64

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

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