NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 92.35 90.95 -1.40 -1.5% 87.66
High 93.68 94.16 0.48 0.5% 89.79
Low 89.99 90.81 0.82 0.9% 84.38
Close 90.18 93.82 3.64 4.0% 87.47
Range 3.69 3.35 -0.34 -9.2% 5.41
ATR 3.28 3.33 0.05 1.5% 0.00
Volume 146,490 113,152 -33,338 -22.8% 268,820
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 102.98 101.75 95.66
R3 99.63 98.40 94.74
R2 96.28 96.28 94.43
R1 95.05 95.05 94.13 95.67
PP 92.93 92.93 92.93 93.24
S1 91.70 91.70 93.51 92.32
S2 89.58 89.58 93.21
S3 86.23 88.35 92.90
S4 82.88 85.00 91.98
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 86.10 8.12 8.7% 3.55 3.8% 95% False False 120,463
10 94.22 84.20 10.02 10.7% 3.34 3.6% 96% False False 87,476
20 94.22 75.35 18.87 20.1% 3.14 3.3% 98% False False 71,884
40 94.22 75.35 18.87 20.1% 3.17 3.4% 98% False False 51,059
60 94.22 75.35 18.87 20.1% 3.27 3.5% 98% False False 39,603
80 102.12 75.35 26.77 28.5% 3.05 3.2% 69% False False 31,907
100 104.25 75.35 28.90 30.8% 2.89 3.1% 64% False False 27,419
120 105.47 75.35 30.12 32.1% 2.84 3.0% 61% False False 23,841
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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.40
2.618 102.93
1.618 99.58
1.000 97.51
0.618 96.23
HIGH 94.16
0.618 92.88
0.500 92.49
0.382 92.09
LOW 90.81
0.618 88.74
1.000 87.46
1.618 85.39
2.618 82.04
4.250 76.57
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 93.38 93.25
PP 92.93 92.68
S1 92.49 92.11

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

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