NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 85.72 88.32 2.60 3.0% 84.11
High 88.12 88.92 0.80 0.9% 88.12
Low 85.08 86.81 1.73 2.0% 84.11
Close 87.43 87.41 -0.02 0.0% 87.43
Range 3.04 2.11 -0.93 -30.6% 4.01
ATR 2.98 2.92 -0.06 -2.1% 0.00
Volume 24,475 29,956 5,481 22.4% 121,500
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 94.04 92.84 88.57
R3 91.93 90.73 87.99
R2 89.82 89.82 87.80
R1 88.62 88.62 87.60 88.17
PP 87.71 87.71 87.71 87.49
S1 86.51 86.51 87.22 86.06
S2 85.60 85.60 87.02
S3 83.49 84.40 86.83
S4 81.38 82.29 86.25
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 98.58 97.02 89.64
R3 94.57 93.01 88.53
R2 90.56 90.56 88.17
R1 89.00 89.00 87.80 89.78
PP 86.55 86.55 86.55 86.95
S1 84.99 84.99 87.06 85.77
S2 82.54 82.54 86.69
S3 78.53 80.98 86.33
S4 74.52 76.97 85.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.92 84.37 4.55 5.2% 2.29 2.6% 67% True False 26,036
10 88.92 76.65 12.27 14.0% 2.52 2.9% 88% True False 25,333
20 89.85 76.65 13.20 15.1% 2.99 3.4% 82% False False 21,946
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 True
Stretch 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.89
2.618 94.44
1.618 92.33
1.000 91.03
0.618 90.22
HIGH 88.92
0.618 88.11
0.500 87.87
0.382 87.62
LOW 86.81
0.618 85.51
1.000 84.70
1.618 83.40
2.618 81.29
4.250 77.84
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 87.87 87.16
PP 87.71 86.90
S1 87.56 86.65

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

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