NYMEX Light Sweet Crude Oil Future June 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 87.09 86.88 -0.21 -0.2% 88.32
High 87.75 89.42 1.67 1.9% 90.09
Low 85.00 86.84 1.84 2.2% 85.00
Close 86.85 87.91 1.06 1.2% 87.91
Range 2.75 2.58 -0.17 -6.2% 5.09
ATR 2.94 2.92 -0.03 -0.9% 0.00
Volume 19,400 20,720 1,320 6.8% 114,221
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 95.80 94.43 89.33
R3 93.22 91.85 88.62
R2 90.64 90.64 88.38
R1 89.27 89.27 88.15 89.96
PP 88.06 88.06 88.06 88.40
S1 86.69 86.69 87.67 87.38
S2 85.48 85.48 87.44
S3 82.90 84.11 87.20
S4 80.32 81.53 86.49
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 102.94 100.51 90.71
R3 97.85 95.42 89.31
R2 92.76 92.76 88.84
R1 90.33 90.33 88.38 89.00
PP 87.67 87.67 87.67 87.00
S1 85.24 85.24 87.44 83.91
S2 82.58 82.58 86.98
S3 77.49 80.15 86.51
S4 72.40 75.06 85.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.09 85.00 5.09 5.8% 2.76 3.1% 57% False False 22,844
10 90.09 84.11 5.98 6.8% 2.56 2.9% 64% False False 23,572
20 90.09 76.65 13.44 15.3% 2.90 3.3% 84% False False 22,408
Crabel Price Patterns
NR True
NR4 True
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 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.39
2.618 96.17
1.618 93.59
1.000 92.00
0.618 91.01
HIGH 89.42
0.618 88.43
0.500 88.13
0.382 87.83
LOW 86.84
0.618 85.25
1.000 84.26
1.618 82.67
2.618 80.09
4.250 75.88
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 88.13 87.79
PP 88.06 87.67
S1 87.98 87.55

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

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