NYMEX Light Sweet Crude Oil Future January 2012


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Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 90.95 93.75 2.80 3.1% 87.42
High 94.16 93.80 -0.36 -0.4% 94.22
Low 90.81 91.98 1.17 1.3% 87.14
Close 93.82 93.24 -0.58 -0.6% 93.24
Range 3.35 1.82 -1.53 -45.7% 7.08
ATR 3.33 3.23 -0.11 -3.2% 0.00
Volume 113,152 94,415 -18,737 -16.6% 632,464
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 98.47 97.67 94.24
R3 96.65 95.85 93.74
R2 94.83 94.83 93.57
R1 94.03 94.03 93.41 93.52
PP 93.01 93.01 93.01 92.75
S1 92.21 92.21 93.07 91.70
S2 91.19 91.19 92.91
S3 89.37 90.39 92.74
S4 87.55 88.57 92.24
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 112.77 110.09 97.13
R3 105.69 103.01 95.19
R2 98.61 98.61 94.54
R1 95.93 95.93 93.89 97.27
PP 91.53 91.53 91.53 92.21
S1 88.85 88.85 92.59 90.19
S2 84.45 84.45 91.94
S3 77.37 81.77 91.29
S4 70.29 74.69 89.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.22 87.14 7.08 7.6% 3.34 3.6% 86% False False 126,492
10 94.22 84.38 9.84 10.6% 3.17 3.4% 90% False False 90,128
20 94.22 75.35 18.87 20.2% 3.00 3.2% 95% False False 74,792
40 94.22 75.35 18.87 20.2% 3.17 3.4% 95% False False 52,119
60 94.22 75.35 18.87 20.2% 3.20 3.4% 95% False False 40,978
80 102.12 75.35 26.77 28.7% 3.04 3.3% 67% False False 32,980
100 104.25 75.35 28.90 31.0% 2.87 3.1% 62% False False 28,265
120 105.30 75.35 29.95 32.1% 2.83 3.0% 60% False False 24,591
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 101.54
2.618 98.56
1.618 96.74
1.000 95.62
0.618 94.92
HIGH 93.80
0.618 93.10
0.500 92.89
0.382 92.68
LOW 91.98
0.618 90.86
1.000 90.16
1.618 89.04
2.618 87.22
4.250 84.25
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 93.12 92.85
PP 93.01 92.46
S1 92.89 92.08

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

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