NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 88.50 86.38 -2.12 -2.4% 83.15
High 89.79 87.24 -2.55 -2.8% 87.69
Low 86.19 84.38 -1.81 -2.1% 83.12
Close 86.43 86.21 -0.22 -0.3% 87.10
Range 3.60 2.86 -0.74 -20.6% 4.57
ATR 3.19 3.17 -0.02 -0.7% 0.00
Volume 53,388 49,751 -3,637 -6.8% 326,778
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 94.52 93.23 87.78
R3 91.66 90.37 87.00
R2 88.80 88.80 86.73
R1 87.51 87.51 86.47 86.73
PP 85.94 85.94 85.94 85.55
S1 84.65 84.65 85.95 83.87
S2 83.08 83.08 85.69
S3 80.22 81.79 85.42
S4 77.36 78.93 84.64
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 89.79 84.20 5.59 6.5% 3.12 3.6% 36% False False 54,490
10 89.79 81.64 8.15 9.5% 2.79 3.2% 56% False False 60,540
20 89.79 75.35 14.44 16.7% 3.27 3.8% 75% False False 50,531
40 91.14 75.35 15.79 18.3% 3.03 3.5% 69% False False 38,229
60 100.07 75.35 24.72 28.7% 3.19 3.7% 44% False False 30,256
80 102.12 75.35 26.77 31.1% 2.95 3.4% 41% False False 24,959
100 104.94 75.35 29.59 34.3% 2.81 3.3% 37% False False 21,729
120 113.78 75.35 38.43 44.6% 2.90 3.4% 28% False False 18,971
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.77
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.40
2.618 94.73
1.618 91.87
1.000 90.10
0.618 89.01
HIGH 87.24
0.618 86.15
0.500 85.81
0.382 85.47
LOW 84.38
0.618 82.61
1.000 81.52
1.618 79.75
2.618 76.89
4.250 72.23
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 86.08 87.09
PP 85.94 86.79
S1 85.81 86.50

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

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