NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 85.49 85.35 -0.14 -0.2% 79.37
High 87.23 85.99 -1.24 -1.4% 84.71
Low 85.49 84.30 -1.19 -1.4% 76.44
Close 86.48 85.27 -1.21 -1.4% 83.58
Range 1.74 1.69 -0.05 -2.9% 8.27
ATR 2.83 2.78 -0.05 -1.6% 0.00
Volume 13,200 11,164 -2,036 -15.4% 41,952
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 90.26 89.45 86.20
R3 88.57 87.76 85.73
R2 86.88 86.88 85.58
R1 86.07 86.07 85.42 85.63
PP 85.19 85.19 85.19 84.97
S1 84.38 84.38 85.12 83.94
S2 83.50 83.50 84.96
S3 81.81 82.69 84.81
S4 80.12 81.00 84.34
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 87.23 82.09 5.14 6.0% 2.16 2.5% 62% False False 10,203
10 87.23 76.44 10.79 12.7% 2.49 2.9% 82% False False 8,675
20 91.04 76.44 14.60 17.1% 2.79 3.3% 60% False False 7,246
40 91.59 76.44 15.15 17.8% 2.38 2.8% 58% False False 6,782
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.57
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 93.17
2.618 90.41
1.618 88.72
1.000 87.68
0.618 87.03
HIGH 85.99
0.618 85.34
0.500 85.15
0.382 84.95
LOW 84.30
0.618 83.26
1.000 82.61
1.618 81.57
2.618 79.88
4.250 77.12
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 85.23 85.77
PP 85.19 85.60
S1 85.15 85.44

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

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