NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 85.40 85.17 -0.23 -0.3% 83.45
High 85.99 87.91 1.92 2.2% 87.91
Low 84.05 84.69 0.64 0.8% 83.42
Close 85.05 87.31 2.26 2.7% 87.31
Range 1.94 3.22 1.28 66.0% 4.49
ATR 3.00 3.02 0.02 0.5% 0.00
Volume 30,571 19,339 -11,232 -36.7% 118,707
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 96.30 95.02 89.08
R3 93.08 91.80 88.20
R2 89.86 89.86 87.90
R1 88.58 88.58 87.61 89.22
PP 86.64 86.64 86.64 86.96
S1 85.36 85.36 87.01 86.00
S2 83.42 83.42 86.72
S3 80.20 82.14 86.42
S4 76.98 78.92 85.54
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.68 97.99 89.78
R3 95.19 93.50 88.54
R2 90.70 90.70 88.13
R1 89.01 89.01 87.72 89.86
PP 86.21 86.21 86.21 86.64
S1 84.52 84.52 86.90 85.37
S2 81.72 81.72 86.49
S3 77.23 80.03 86.08
S4 72.74 75.54 84.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.91 83.42 4.49 5.1% 2.46 2.8% 87% True False 23,741
10 87.91 75.90 12.01 13.8% 2.64 3.0% 95% True False 21,375
20 88.93 75.90 13.03 14.9% 3.09 3.5% 88% False False 17,445
40 91.34 75.90 15.44 17.7% 2.77 3.2% 74% False False 15,308
60 102.81 75.90 26.91 30.8% 2.87 3.3% 42% False False 12,846
80 102.81 75.90 26.91 30.8% 2.60 3.0% 42% False False 11,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.60
2.618 96.34
1.618 93.12
1.000 91.13
0.618 89.90
HIGH 87.91
0.618 86.68
0.500 86.30
0.382 85.92
LOW 84.69
0.618 82.70
1.000 81.47
1.618 79.48
2.618 76.26
4.250 71.01
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 86.97 86.87
PP 86.64 86.42
S1 86.30 85.98

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

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