NYMEX Light Sweet Crude Oil Future February 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 91.94 90.99 -0.95 -1.0% 87.90
High 93.45 94.04 0.59 0.6% 89.90
Low 89.94 90.99 1.05 1.2% 84.57
Close 90.15 93.68 3.53 3.9% 87.57
Range 3.51 3.05 -0.46 -13.1% 5.33
ATR 3.15 3.20 0.05 1.7% 0.00
Volume 79,874 59,191 -20,683 -25.9% 128,863
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 102.05 100.92 95.36
R3 99.00 97.87 94.52
R2 95.95 95.95 94.24
R1 94.82 94.82 93.96 95.39
PP 92.90 92.90 92.90 93.19
S1 91.77 91.77 93.40 92.34
S2 89.85 89.85 93.12
S3 86.80 88.72 92.84
S4 83.75 85.67 92.00
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 94.04 86.28 7.76 8.3% 3.34 3.6% 95% True False 57,264
10 94.04 84.50 9.54 10.2% 3.18 3.4% 96% True False 41,239
20 94.04 75.66 18.38 19.6% 3.02 3.2% 98% True False 32,622
40 94.04 75.66 18.38 19.6% 3.01 3.2% 98% True False 23,615
60 94.50 75.66 18.84 20.1% 3.08 3.3% 96% False False 18,374
80 102.42 75.66 26.76 28.6% 2.90 3.1% 67% False False 15,102
100 104.37 75.66 28.71 30.6% 2.73 2.9% 63% False False 13,213
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.00
2.618 102.02
1.618 98.97
1.000 97.09
0.618 95.92
HIGH 94.04
0.618 92.87
0.500 92.52
0.382 92.16
LOW 90.99
0.618 89.11
1.000 87.94
1.618 86.06
2.618 83.01
4.250 78.03
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 93.29 93.12
PP 92.90 92.55
S1 92.52 91.99

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

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