NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 87.36 91.22 3.86 4.4% 87.90
High 91.56 93.82 2.26 2.5% 89.90
Low 87.28 90.79 3.51 4.0% 84.57
Close 91.03 92.67 1.64 1.8% 87.57
Range 4.28 3.03 -1.25 -29.2% 5.33
ATR 3.13 3.12 -0.01 -0.2% 0.00
Volume 28,177 91,304 63,127 224.0% 128,863
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 101.52 100.12 94.34
R3 98.49 97.09 93.50
R2 95.46 95.46 93.23
R1 94.06 94.06 92.95 94.76
PP 92.43 92.43 92.43 92.78
S1 91.03 91.03 92.39 91.73
S2 89.40 89.40 92.11
S3 86.37 88.00 91.84
S4 83.34 84.97 91.00
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.34 100.78 90.50
R3 98.01 95.45 89.04
R2 92.68 92.68 88.55
R1 90.12 90.12 88.06 88.74
PP 87.35 87.35 87.35 86.65
S1 84.79 84.79 87.08 83.41
S2 82.02 82.02 86.59
S3 76.69 79.46 86.10
S4 71.36 74.13 84.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.82 84.57 9.25 10.0% 3.27 3.5% 88% True False 40,211
10 93.82 83.90 9.92 10.7% 2.92 3.2% 88% True False 34,076
20 93.82 75.66 18.16 19.6% 3.08 3.3% 94% True False 27,114
40 93.82 75.66 18.16 19.6% 2.94 3.2% 94% True False 20,500
60 97.85 75.66 22.19 23.9% 3.05 3.3% 77% False False 16,237
80 102.42 75.66 26.76 28.9% 2.87 3.1% 64% False False 13,480
100 104.37 75.66 28.71 31.0% 2.70 2.9% 59% False False 11,904
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.70
2.618 101.75
1.618 98.72
1.000 96.85
0.618 95.69
HIGH 93.82
0.618 92.66
0.500 92.31
0.382 91.95
LOW 90.79
0.618 88.92
1.000 87.76
1.618 85.89
2.618 82.86
4.250 77.91
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 92.55 91.80
PP 92.43 90.92
S1 92.31 90.05

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

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