NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 78.50 80.31 1.81 2.3% 81.00
High 80.34 83.38 3.04 3.8% 85.69
Low 77.76 79.75 1.99 2.6% 78.40
Close 80.27 83.24 2.97 3.7% 79.80
Range 2.58 3.63 1.05 40.7% 7.29
ATR 3.26 3.29 0.03 0.8% 0.00
Volume 20,288 21,850 1,562 7.7% 71,614
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.01 91.76 85.24
R3 89.38 88.13 84.24
R2 85.75 85.75 83.91
R1 84.50 84.50 83.57 85.13
PP 82.12 82.12 82.12 82.44
S1 80.87 80.87 82.91 81.50
S2 78.49 78.49 82.57
S3 74.86 77.24 82.24
S4 71.23 73.61 81.24
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 83.81 75.90 7.91 9.5% 3.24 3.9% 93% False False 17,179
10 85.69 75.90 9.79 11.8% 3.45 4.1% 75% False False 16,518
20 91.10 75.90 15.20 18.3% 3.10 3.7% 48% False False 15,793
40 91.34 75.90 15.44 18.5% 2.87 3.5% 48% False False 13,199
60 102.81 75.90 26.91 32.3% 2.83 3.4% 27% False False 11,066
80 102.81 75.90 26.91 32.3% 2.57 3.1% 27% False False 9,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.81
2.618 92.88
1.618 89.25
1.000 87.01
0.618 85.62
HIGH 83.38
0.618 81.99
0.500 81.57
0.382 81.14
LOW 79.75
0.618 77.51
1.000 76.12
1.618 73.88
2.618 70.25
4.250 64.32
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 82.68 82.04
PP 82.12 80.84
S1 81.57 79.64

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

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