NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 87.10 89.16 2.06 2.4% 84.11
High 89.30 90.06 0.76 0.9% 88.00
Low 86.59 86.76 0.17 0.2% 84.03
Close 89.14 86.86 -2.28 -2.6% 87.39
Range 2.71 3.30 0.59 21.8% 3.97
ATR 2.75 2.79 0.04 1.4% 0.00
Volume 5,604 8,981 3,377 60.3% 48,906
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 97.79 95.63 88.68
R3 94.49 92.33 87.77
R2 91.19 91.19 87.47
R1 89.03 89.03 87.16 88.46
PP 87.89 87.89 87.89 87.61
S1 85.73 85.73 86.56 85.16
S2 84.59 84.59 86.26
S3 81.29 82.43 85.95
S4 77.99 79.13 85.05
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 90.06 84.30 5.76 6.6% 2.56 3.0% 44% True False 9,269
10 90.06 80.09 9.97 11.5% 2.55 2.9% 68% True False 9,642
20 90.06 76.44 13.62 15.7% 2.89 3.3% 77% True False 8,001
40 91.59 76.44 15.15 17.4% 2.36 2.7% 69% False False 7,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.09
2.618 98.70
1.618 95.40
1.000 93.36
0.618 92.10
HIGH 90.06
0.618 88.80
0.500 88.41
0.382 88.02
LOW 86.76
0.618 84.72
1.000 83.46
1.618 81.42
2.618 78.12
4.250 72.74
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 88.41 88.33
PP 87.89 87.84
S1 87.38 87.35

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

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