NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 91.35 92.86 1.51 1.7% 87.62
High 93.65 93.00 -0.65 -0.7% 93.65
Low 90.72 91.54 0.82 0.9% 87.62
Close 93.20 92.79 -0.41 -0.4% 92.79
Range 2.93 1.46 -1.47 -50.2% 6.03
ATR 2.98 2.89 -0.09 -3.2% 0.00
Volume 34,991 37,434 2,443 7.0% 230,891
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 96.82 96.27 93.59
R3 95.36 94.81 93.19
R2 93.90 93.90 93.06
R1 93.35 93.35 92.92 92.90
PP 92.44 92.44 92.44 92.22
S1 91.89 91.89 92.66 91.44
S2 90.98 90.98 92.52
S3 89.52 90.43 92.39
S4 88.06 88.97 91.99
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 109.44 107.15 96.11
R3 103.41 101.12 94.45
R2 97.38 97.38 93.90
R1 95.09 95.09 93.34 96.24
PP 91.35 91.35 91.35 91.93
S1 89.06 89.06 92.24 90.21
S2 85.32 85.32 91.68
S3 79.29 83.03 91.13
S4 73.26 77.00 89.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.65 87.62 6.03 6.5% 2.63 2.8% 86% False False 46,178
10 93.65 85.00 8.65 9.3% 2.69 2.9% 90% False False 34,511
20 93.65 76.65 17.00 18.3% 2.64 2.8% 95% False False 29,370
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 99.21
2.618 96.82
1.618 95.36
1.000 94.46
0.618 93.90
HIGH 93.00
0.618 92.44
0.500 92.27
0.382 92.10
LOW 91.54
0.618 90.64
1.000 90.08
1.618 89.18
2.618 87.72
4.250 85.34
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 92.62 92.40
PP 92.44 92.01
S1 92.27 91.63

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

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