NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 83.27 78.86 -4.41 -5.3% 81.00
High 83.81 80.30 -3.51 -4.2% 85.69
Low 79.22 77.60 -1.62 -2.0% 78.40
Close 79.80 78.48 -1.32 -1.7% 79.80
Range 4.59 2.70 -1.89 -41.2% 7.29
ATR 3.30 3.26 -0.04 -1.3% 0.00
Volume 11,096 16,305 5,209 46.9% 71,614
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 86.89 85.39 79.97
R3 84.19 82.69 79.22
R2 81.49 81.49 78.98
R1 79.99 79.99 78.73 79.39
PP 78.79 78.79 78.79 78.50
S1 77.29 77.29 78.23 76.69
S2 76.09 76.09 77.99
S3 73.39 74.59 77.74
S4 70.69 71.89 77.00
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.17 98.77 83.81
R3 95.88 91.48 81.80
R2 88.59 88.59 81.14
R1 84.19 84.19 80.47 82.75
PP 81.30 81.30 81.30 80.57
S1 76.90 76.90 79.13 75.46
S2 74.01 74.01 78.46
S3 66.72 69.61 77.80
S4 59.43 62.32 75.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.69 77.60 8.09 10.3% 3.60 4.6% 11% False True 13,187
10 88.93 77.60 11.33 14.4% 3.55 4.5% 8% False True 14,258
20 91.25 77.60 13.65 17.4% 3.04 3.9% 6% False True 14,475
40 91.34 77.60 13.74 17.5% 3.01 3.8% 6% False True 12,529
60 102.81 77.60 25.21 32.1% 2.78 3.5% 3% False True 10,413
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.61
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 91.78
2.618 87.37
1.618 84.67
1.000 83.00
0.618 81.97
HIGH 80.30
0.618 79.27
0.500 78.95
0.382 78.63
LOW 77.60
0.618 75.93
1.000 74.90
1.618 73.23
2.618 70.53
4.250 66.13
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 78.95 81.19
PP 78.79 80.28
S1 78.64 79.38

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

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