NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 86.15 87.71 1.56 1.8% 84.11
High 88.00 88.78 0.78 0.9% 88.00
Low 84.96 86.70 1.74 2.0% 84.03
Close 87.39 87.35 -0.04 0.0% 87.39
Range 3.04 2.08 -0.96 -31.6% 3.97
ATR 2.80 2.75 -0.05 -1.8% 0.00
Volume 8,628 11,971 3,343 38.7% 48,906
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.85 92.68 88.49
R3 91.77 90.60 87.92
R2 89.69 89.69 87.73
R1 88.52 88.52 87.54 88.07
PP 87.61 87.61 87.61 87.38
S1 86.44 86.44 87.16 85.99
S2 85.53 85.53 86.97
S3 83.45 84.36 86.78
S4 81.37 82.28 86.21
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 88.78 84.30 4.48 5.1% 2.18 2.5% 68% True False 10,894
10 88.78 76.44 12.34 14.1% 2.43 2.8% 88% True False 9,601
20 89.52 76.44 13.08 15.0% 2.83 3.2% 83% False False 7,797
40 91.59 76.44 15.15 17.3% 2.32 2.7% 72% False False 6,948
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 97.62
2.618 94.23
1.618 92.15
1.000 90.86
0.618 90.07
HIGH 88.78
0.618 87.99
0.500 87.74
0.382 87.49
LOW 86.70
0.618 85.41
1.000 84.62
1.618 83.33
2.618 81.25
4.250 77.86
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 87.74 87.08
PP 87.61 86.81
S1 87.48 86.54

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

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