NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 90.79 92.30 1.51 1.7% 87.71
High 92.76 92.73 -0.03 0.0% 90.06
Low 90.38 89.92 -0.46 -0.5% 84.95
Close 91.87 89.89 -1.98 -2.2% 87.84
Range 2.38 2.81 0.43 18.1% 5.11
ATR 2.77 2.77 0.00 0.1% 0.00
Volume 24,662 25,852 1,190 4.8% 38,714
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.28 97.39 91.44
R3 96.47 94.58 90.66
R2 93.66 93.66 90.41
R1 91.77 91.77 90.15 91.31
PP 90.85 90.85 90.85 90.62
S1 88.96 88.96 89.63 88.50
S2 88.04 88.04 89.37
S3 85.23 86.15 89.12
S4 82.42 83.34 88.34
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 92.76 84.95 7.81 8.7% 2.69 3.0% 63% False False 14,325
10 92.76 84.30 8.46 9.4% 2.63 2.9% 66% False False 11,797
20 92.76 76.44 16.32 18.2% 2.64 2.9% 82% False False 9,926
40 92.76 76.44 16.32 18.2% 2.50 2.8% 82% False False 8,356
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 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.67
2.618 100.09
1.618 97.28
1.000 95.54
0.618 94.47
HIGH 92.73
0.618 91.66
0.500 91.33
0.382 90.99
LOW 89.92
0.618 88.18
1.000 87.11
1.618 85.37
2.618 82.56
4.250 77.98
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 91.33 90.40
PP 90.85 90.23
S1 90.37 90.06

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

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