NYMEX Light Sweet Crude Oil Future January 2012


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Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 79.06 76.94 -2.12 -2.7% 80.55
High 80.02 78.32 -1.70 -2.1% 85.24
Low 77.10 75.35 -1.75 -2.3% 77.70
Close 78.04 76.07 -1.97 -2.5% 79.46
Range 2.92 2.97 0.05 1.7% 7.54
ATR 3.48 3.44 -0.04 -1.0% 0.00
Volume 56,346 46,414 -9,932 -17.6% 170,629
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 85.49 83.75 77.70
R3 82.52 80.78 76.89
R2 79.55 79.55 76.61
R1 77.81 77.81 76.34 77.20
PP 76.58 76.58 76.58 76.27
S1 74.84 74.84 75.80 74.23
S2 73.61 73.61 75.53
S3 70.64 71.87 75.25
S4 67.67 68.90 74.44
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.42 98.98 83.61
R3 95.88 91.44 81.53
R2 88.34 88.34 80.84
R1 83.90 83.90 80.15 82.35
PP 80.80 80.80 80.80 80.03
S1 76.36 76.36 78.77 74.81
S2 73.26 73.26 78.08
S3 65.72 68.82 77.39
S4 58.18 61.28 75.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.11 75.35 9.76 12.8% 3.75 4.9% 7% False True 40,363
10 88.50 75.35 13.15 17.3% 3.90 5.1% 5% False True 36,483
20 91.14 75.35 15.79 20.8% 3.30 4.3% 5% False True 32,756
40 91.14 75.35 15.79 20.8% 3.25 4.3% 5% False True 25,862
60 102.12 75.35 26.77 35.2% 3.08 4.1% 3% False True 20,341
80 102.12 75.35 26.77 35.2% 2.86 3.8% 3% False True 17,556
100 105.30 75.35 29.95 39.4% 2.75 3.6% 2% False True 15,422
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 0.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.94
2.618 86.10
1.618 83.13
1.000 81.29
0.618 80.16
HIGH 78.32
0.618 77.19
0.500 76.84
0.382 76.48
LOW 75.35
0.618 73.51
1.000 72.38
1.618 70.54
2.618 67.57
4.250 62.73
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 76.84 79.40
PP 76.58 78.29
S1 76.33 77.18

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

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