NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 78.86 77.34 -1.52 -1.9% 81.00
High 80.30 78.58 -1.72 -2.1% 85.69
Low 77.60 75.90 -1.70 -2.2% 78.40
Close 78.48 76.53 -1.95 -2.5% 79.80
Range 2.70 2.68 -0.02 -0.7% 7.29
ATR 3.26 3.22 -0.04 -1.3% 0.00
Volume 16,305 16,360 55 0.3% 71,614
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 85.04 83.47 78.00
R3 82.36 80.79 77.27
R2 79.68 79.68 77.02
R1 78.11 78.11 76.78 77.56
PP 77.00 77.00 77.00 76.73
S1 75.43 75.43 76.28 74.88
S2 74.32 74.32 76.04
S3 71.64 72.75 75.79
S4 68.96 70.07 75.06
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 85.47 75.90 9.57 12.5% 3.51 4.6% 7% False True 14,211
10 88.93 75.90 13.03 17.0% 3.63 4.7% 5% False True 14,810
20 91.25 75.90 15.35 20.1% 3.02 4.0% 4% False True 14,643
40 91.34 75.90 15.44 20.2% 2.96 3.9% 4% False True 12,656
60 102.81 75.90 26.91 35.2% 2.81 3.7% 2% False True 10,578
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 0.71
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 89.97
2.618 85.60
1.618 82.92
1.000 81.26
0.618 80.24
HIGH 78.58
0.618 77.56
0.500 77.24
0.382 76.92
LOW 75.90
0.618 74.24
1.000 73.22
1.618 71.56
2.618 68.88
4.250 64.51
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 77.24 79.86
PP 77.00 78.75
S1 76.77 77.64

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

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