NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 86.48 87.14 0.66 0.8% 87.71
High 87.55 89.40 1.85 2.1% 90.06
Low 84.95 86.76 1.81 2.1% 84.95
Close 86.75 87.84 1.09 1.3% 87.84
Range 2.60 2.64 0.04 1.5% 5.11
ATR 2.77 2.76 -0.01 -0.3% 0.00
Volume 5,842 6,316 474 8.1% 38,714
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 95.92 94.52 89.29
R3 93.28 91.88 88.57
R2 90.64 90.64 88.32
R1 89.24 89.24 88.08 89.94
PP 88.00 88.00 88.00 88.35
S1 86.60 86.60 87.60 87.30
S2 85.36 85.36 87.36
S3 82.72 83.96 87.11
S4 80.08 81.32 86.39
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 102.95 100.50 90.65
R3 97.84 95.39 89.25
R2 92.73 92.73 88.78
R1 90.28 90.28 88.31 91.51
PP 87.62 87.62 87.62 88.23
S1 85.17 85.17 87.37 86.40
S2 82.51 82.51 86.90
S3 77.40 80.06 86.43
S4 72.29 74.95 85.03
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 5.8% 2.67 3.0% 57% False False 7,742
10 90.06 84.03 6.03 6.9% 2.45 2.8% 63% False False 8,762
20 90.06 76.44 13.62 15.5% 2.71 3.1% 84% False False 7,912
40 91.59 76.44 15.15 17.2% 2.39 2.7% 75% False False 7,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.62
2.618 96.31
1.618 93.67
1.000 92.04
0.618 91.03
HIGH 89.40
0.618 88.39
0.500 88.08
0.382 87.77
LOW 86.76
0.618 85.13
1.000 84.12
1.618 82.49
2.618 79.85
4.250 75.54
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 88.08 87.73
PP 88.00 87.62
S1 87.92 87.51

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

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