NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 91.36 92.35 0.99 1.1% 87.66
High 94.22 93.68 -0.54 -0.6% 89.79
Low 90.96 89.99 -0.97 -1.1% 84.38
Close 92.93 90.18 -2.75 -3.0% 87.47
Range 3.26 3.69 0.43 13.2% 5.41
ATR 3.25 3.28 0.03 1.0% 0.00
Volume 212,655 146,490 -66,165 -31.1% 268,820
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 102.35 99.96 92.21
R3 98.66 96.27 91.19
R2 94.97 94.97 90.86
R1 92.58 92.58 90.52 91.93
PP 91.28 91.28 91.28 90.96
S1 88.89 88.89 89.84 88.24
S2 87.59 87.59 89.50
S3 83.90 85.20 89.17
S4 80.21 81.51 88.15
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.44 100.87 90.45
R3 98.03 95.46 88.96
R2 92.62 92.62 88.46
R1 90.05 90.05 87.97 88.63
PP 87.21 87.21 87.21 86.51
S1 84.64 84.64 86.97 83.22
S2 81.80 81.80 86.48
S3 76.39 79.23 85.98
S4 70.98 73.82 84.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.22 84.38 9.84 10.9% 3.46 3.8% 59% False False 107,782
10 94.22 83.60 10.62 11.8% 3.22 3.6% 62% False False 82,730
20 94.22 75.35 18.87 20.9% 3.18 3.5% 79% False False 67,798
40 94.22 75.35 18.87 20.9% 3.12 3.5% 79% False False 48,794
60 95.36 75.35 20.01 22.2% 3.25 3.6% 74% False False 37,884
80 102.12 75.35 26.77 29.7% 3.03 3.4% 55% False False 30,596
100 104.25 75.35 28.90 32.0% 2.87 3.2% 51% False False 26,327
120 105.47 75.35 30.12 33.4% 2.85 3.2% 49% False False 22,936
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 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.36
2.618 103.34
1.618 99.65
1.000 97.37
0.618 95.96
HIGH 93.68
0.618 92.27
0.500 91.84
0.382 91.40
LOW 89.99
0.618 87.71
1.000 86.30
1.618 84.02
2.618 80.33
4.250 74.31
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 91.84 90.68
PP 91.28 90.51
S1 90.73 90.35

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

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