NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 102.39 101.75 -0.64 -0.6% 99.87
High 103.08 101.86 -1.22 -1.2% 103.08
Low 102.39 101.60 -0.79 -0.8% 99.77
Close 103.08 101.83 -1.25 -1.2% 101.83
Range 0.69 0.26 -0.43 -62.3% 3.31
ATR 1.31 1.32 0.01 0.9% 0.00
Volume 8,308 6,181 -2,127 -25.6% 41,577
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 102.54 102.45 101.97
R3 102.28 102.19 101.90
R2 102.02 102.02 101.88
R1 101.93 101.93 101.85 101.98
PP 101.76 101.76 101.76 101.79
S1 101.67 101.67 101.81 101.72
S2 101.50 101.50 101.78
S3 101.24 101.41 101.76
S4 100.98 101.15 101.69
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 111.49 109.97 103.65
R3 108.18 106.66 102.74
R2 104.87 104.87 102.44
R1 103.35 103.35 102.13 104.11
PP 101.56 101.56 101.56 101.94
S1 100.04 100.04 101.53 100.80
S2 98.25 98.25 101.22
S3 94.94 96.73 100.92
S4 91.63 93.42 100.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.08 99.77 3.31 3.3% 0.79 0.8% 62% False False 8,315
10 103.08 97.89 5.19 5.1% 0.95 0.9% 76% False False 6,560
20 103.08 97.89 5.19 5.1% 0.83 0.8% 76% False False 5,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.18
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.97
2.618 102.54
1.618 102.28
1.000 102.12
0.618 102.02
HIGH 101.86
0.618 101.76
0.500 101.73
0.382 101.70
LOW 101.60
0.618 101.44
1.000 101.34
1.618 101.18
2.618 100.92
4.250 100.50
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 101.80 102.29
PP 101.76 102.13
S1 101.73 101.98

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

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