NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 80.31 83.30 2.99 3.7% 78.86
High 83.38 84.40 1.02 1.2% 84.40
Low 79.75 81.87 2.12 2.7% 75.90
Close 83.24 83.43 0.19 0.2% 83.43
Range 3.63 2.53 -1.10 -30.3% 8.50
ATR 3.29 3.23 -0.05 -1.6% 0.00
Volume 21,850 20,240 -1,610 -7.4% 95,043
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 90.82 89.66 84.82
R3 88.29 87.13 84.13
R2 85.76 85.76 83.89
R1 84.60 84.60 83.66 85.18
PP 83.23 83.23 83.23 83.53
S1 82.07 82.07 83.20 82.65
S2 80.70 80.70 82.97
S3 78.17 79.54 82.73
S4 75.64 77.01 82.04
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 106.74 103.59 88.11
R3 98.24 95.09 85.77
R2 89.74 89.74 84.99
R1 86.59 86.59 84.21 88.17
PP 81.24 81.24 81.24 82.03
S1 78.09 78.09 82.65 79.67
S2 72.74 72.74 81.87
S3 64.24 69.59 81.09
S4 55.74 61.09 78.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.40 75.90 8.50 10.2% 2.82 3.4% 89% True False 19,008
10 85.69 75.90 9.79 11.7% 3.32 4.0% 77% False False 16,665
20 91.10 75.90 15.20 18.2% 3.06 3.7% 50% False False 15,856
40 91.34 75.90 15.44 18.5% 2.83 3.4% 49% False False 13,440
60 102.81 75.90 26.91 32.3% 2.81 3.4% 28% False False 11,282
80 102.81 75.90 26.91 32.3% 2.54 3.1% 28% False False 9,858
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 0.77
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 95.15
2.618 91.02
1.618 88.49
1.000 86.93
0.618 85.96
HIGH 84.40
0.618 83.43
0.500 83.14
0.382 82.84
LOW 81.87
0.618 80.31
1.000 79.34
1.618 77.78
2.618 75.25
4.250 71.12
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 83.33 82.65
PP 83.23 81.86
S1 83.14 81.08

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

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