NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 86.69 86.71 0.02 0.0% 87.96
High 87.46 89.24 1.78 2.0% 90.00
Low 84.69 86.50 1.81 2.1% 84.69
Close 86.53 87.69 1.16 1.3% 87.69
Range 2.77 2.74 -0.03 -1.1% 5.31
ATR 2.99 2.98 -0.02 -0.6% 0.00
Volume 18,496 25,187 6,691 36.2% 106,864
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 96.03 94.60 89.20
R3 93.29 91.86 88.44
R2 90.55 90.55 88.19
R1 89.12 89.12 87.94 89.84
PP 87.81 87.81 87.81 88.17
S1 86.38 86.38 87.44 87.10
S2 85.07 85.07 87.19
S3 82.33 83.64 86.94
S4 79.59 80.90 86.18
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.39 100.85 90.61
R3 98.08 95.54 89.15
R2 92.77 92.77 88.66
R1 90.23 90.23 88.18 88.85
PP 87.46 87.46 87.46 86.77
S1 84.92 84.92 87.20 83.54
S2 82.15 82.15 86.72
S3 76.84 79.61 86.23
S4 71.53 74.30 84.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.00 84.69 5.31 6.1% 2.88 3.3% 56% False False 21,372
10 90.00 83.42 6.58 7.5% 2.67 3.0% 65% False False 22,557
20 90.00 75.90 14.10 16.1% 3.00 3.4% 84% False False 19,611
40 91.34 75.90 15.44 17.6% 2.78 3.2% 76% False False 16,775
60 100.59 75.90 24.69 28.2% 2.98 3.4% 48% False False 14,036
80 102.81 75.90 26.91 30.7% 2.65 3.0% 44% False False 12,041
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.89
2.618 96.41
1.618 93.67
1.000 91.98
0.618 90.93
HIGH 89.24
0.618 88.19
0.500 87.87
0.382 87.55
LOW 86.50
0.618 84.81
1.000 83.76
1.618 82.07
2.618 79.33
4.250 74.86
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 87.87 87.58
PP 87.81 87.46
S1 87.75 87.35

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

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