NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 89.16 86.48 -2.68 -3.0% 84.11
High 90.06 87.55 -2.51 -2.8% 88.00
Low 86.76 84.95 -1.81 -2.1% 84.03
Close 86.86 86.75 -0.11 -0.1% 87.39
Range 3.30 2.60 -0.70 -21.2% 3.97
ATR 2.79 2.77 -0.01 -0.5% 0.00
Volume 8,981 5,842 -3,139 -35.0% 48,906
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 94.22 93.08 88.18
R3 91.62 90.48 87.47
R2 89.02 89.02 87.23
R1 87.88 87.88 86.99 88.45
PP 86.42 86.42 86.42 86.70
S1 85.28 85.28 86.51 85.85
S2 83.82 83.82 86.27
S3 81.22 82.68 86.04
S4 78.62 80.08 85.32
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 84.95 5.11 5.9% 2.75 3.2% 35% False True 8,205
10 90.06 82.09 7.97 9.2% 2.45 2.8% 58% False False 9,204
20 90.06 76.44 13.62 15.7% 2.77 3.2% 76% False False 7,957
40 91.59 76.44 15.15 17.5% 2.40 2.8% 68% False False 7,080
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 0.66
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.60
2.618 94.36
1.618 91.76
1.000 90.15
0.618 89.16
HIGH 87.55
0.618 86.56
0.500 86.25
0.382 85.94
LOW 84.95
0.618 83.34
1.000 82.35
1.618 80.74
2.618 78.14
4.250 73.90
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 86.58 87.51
PP 86.42 87.25
S1 86.25 87.00

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

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