NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 85.15 84.84 -0.31 -0.4% 83.15
High 85.75 87.69 1.94 2.3% 87.69
Low 83.60 84.20 0.60 0.7% 83.12
Close 84.63 87.10 2.47 2.9% 87.10
Range 2.15 3.49 1.34 62.3% 4.57
ATR 3.19 3.21 0.02 0.7% 0.00
Volume 65,693 67,898 2,205 3.4% 326,778
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 96.80 95.44 89.02
R3 93.31 91.95 88.06
R2 89.82 89.82 87.74
R1 88.46 88.46 87.42 89.14
PP 86.33 86.33 86.33 86.67
S1 84.97 84.97 86.78 85.65
S2 82.84 82.84 86.46
S3 79.35 81.48 86.14
S4 75.86 77.99 85.18
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.68 97.96 89.61
R3 95.11 93.39 88.36
R2 90.54 90.54 87.94
R1 88.82 88.82 87.52 89.68
PP 85.97 85.97 85.97 86.40
S1 84.25 84.25 86.68 85.11
S2 81.40 81.40 86.26
S3 76.83 79.68 85.84
S4 72.26 75.11 84.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.69 83.12 4.57 5.2% 2.65 3.0% 87% True False 65,355
10 87.69 75.35 12.34 14.2% 2.83 3.2% 95% True False 59,457
20 88.50 75.35 13.15 15.1% 3.33 3.8% 89% False False 45,602
40 91.14 75.35 15.79 18.1% 3.02 3.5% 74% False False 34,665
60 102.12 75.35 26.77 30.7% 3.10 3.6% 44% False False 27,414
80 102.12 75.35 26.77 30.7% 2.90 3.3% 44% False False 22,833
100 105.30 75.35 29.95 34.4% 2.78 3.2% 39% False False 19,988
120 115.22 75.35 39.87 45.8% 2.86 3.3% 29% False False 17,344
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.52
2.618 96.83
1.618 93.34
1.000 91.18
0.618 89.85
HIGH 87.69
0.618 86.36
0.500 85.95
0.382 85.53
LOW 84.20
0.618 82.04
1.000 80.71
1.618 78.55
2.618 75.06
4.250 69.37
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 86.72 86.62
PP 86.33 86.13
S1 85.95 85.65

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

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