NYMEX Light Sweet Crude Oil Future January 2012


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Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 76.94 78.50 1.56 2.0% 80.55
High 78.32 80.05 1.73 2.2% 85.24
Low 75.35 77.30 1.95 2.6% 77.70
Close 76.07 79.96 3.89 5.1% 79.46
Range 2.97 2.75 -0.22 -7.4% 7.54
ATR 3.44 3.48 0.04 1.1% 0.00
Volume 46,414 43,092 -3,322 -7.2% 170,629
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 87.35 86.41 81.47
R3 84.60 83.66 80.72
R2 81.85 81.85 80.46
R1 80.91 80.91 80.21 81.38
PP 79.10 79.10 79.10 79.34
S1 78.16 78.16 79.71 78.63
S2 76.35 76.35 79.46
S3 73.60 75.41 79.20
S4 70.85 72.66 78.45
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 84.43 75.35 9.08 11.4% 3.50 4.4% 51% False False 42,704
10 85.50 75.35 10.15 12.7% 3.89 4.9% 45% False False 38,631
20 90.83 75.35 15.48 19.4% 3.25 4.1% 30% False False 34,280
40 91.14 75.35 15.79 19.7% 3.14 3.9% 29% False False 26,543
60 102.12 75.35 26.77 33.5% 3.07 3.8% 17% False False 20,895
80 102.12 75.35 26.77 33.5% 2.87 3.6% 17% False False 17,930
100 105.30 75.35 29.95 37.5% 2.75 3.4% 15% False False 15,804
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 0.84
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 91.74
2.618 87.25
1.618 84.50
1.000 82.80
0.618 81.75
HIGH 80.05
0.618 79.00
0.500 78.68
0.382 78.35
LOW 77.30
0.618 75.60
1.000 74.55
1.618 72.85
2.618 70.10
4.250 65.61
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 79.53 79.21
PP 79.10 78.45
S1 78.68 77.70

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

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