NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 85.35 86.15 0.80 0.9% 84.11
High 85.99 88.00 2.01 2.3% 88.00
Low 84.30 84.96 0.66 0.8% 84.03
Close 85.27 87.39 2.12 2.5% 87.39
Range 1.69 3.04 1.35 79.9% 3.97
ATR 2.78 2.80 0.02 0.7% 0.00
Volume 11,164 8,628 -2,536 -22.7% 48,906
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 95.90 94.69 89.06
R3 92.86 91.65 88.23
R2 89.82 89.82 87.95
R1 88.61 88.61 87.67 89.22
PP 86.78 86.78 86.78 87.09
S1 85.57 85.57 87.11 86.18
S2 83.74 83.74 86.83
S3 80.70 82.53 86.55
S4 77.66 79.49 85.72
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 98.38 96.86 89.57
R3 94.41 92.89 88.48
R2 90.44 90.44 88.12
R1 88.92 88.92 87.75 89.68
PP 86.47 86.47 86.47 86.86
S1 84.95 84.95 87.03 85.71
S2 82.50 82.50 86.66
S3 78.53 80.98 86.30
S4 74.56 77.01 85.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.00 84.03 3.97 4.5% 2.24 2.6% 85% True False 9,781
10 88.00 76.44 11.56 13.2% 2.37 2.7% 95% True False 9,085
20 89.52 76.44 13.08 15.0% 2.84 3.3% 84% False False 7,500
40 91.59 76.44 15.15 17.3% 2.36 2.7% 72% False False 6,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.92
2.618 95.96
1.618 92.92
1.000 91.04
0.618 89.88
HIGH 88.00
0.618 86.84
0.500 86.48
0.382 86.12
LOW 84.96
0.618 83.08
1.000 81.92
1.618 80.04
2.618 77.00
4.250 72.04
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 87.09 86.98
PP 86.78 86.56
S1 86.48 86.15

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

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