NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 87.71 87.10 -0.61 -0.7% 84.11
High 88.78 89.30 0.52 0.6% 88.00
Low 86.70 86.59 -0.11 -0.1% 84.03
Close 87.35 89.14 1.79 2.0% 87.39
Range 2.08 2.71 0.63 30.3% 3.97
ATR 2.75 2.75 0.00 -0.1% 0.00
Volume 11,971 5,604 -6,367 -53.2% 48,906
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 96.47 95.52 90.63
R3 93.76 92.81 89.89
R2 91.05 91.05 89.64
R1 90.10 90.10 89.39 90.58
PP 88.34 88.34 88.34 88.58
S1 87.39 87.39 88.89 87.87
S2 85.63 85.63 88.64
S3 82.92 84.68 88.39
S4 80.21 81.97 87.65
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 89.30 84.30 5.00 5.6% 2.25 2.5% 97% True False 10,113
10 89.30 78.34 10.96 12.3% 2.44 2.7% 99% True False 9,712
20 89.52 76.44 13.08 14.7% 2.87 3.2% 97% False False 7,854
40 91.59 76.44 15.15 17.0% 2.33 2.6% 84% False False 6,916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.82
2.618 96.39
1.618 93.68
1.000 92.01
0.618 90.97
HIGH 89.30
0.618 88.26
0.500 87.95
0.382 87.63
LOW 86.59
0.618 84.92
1.000 83.88
1.618 82.21
2.618 79.50
4.250 75.07
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 88.74 88.47
PP 88.34 87.80
S1 87.95 87.13

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

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