NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 86.71 87.48 0.77 0.9% 87.96
High 89.24 91.44 2.20 2.5% 90.00
Low 86.50 87.40 0.90 1.0% 84.69
Close 87.69 90.90 3.21 3.7% 87.69
Range 2.74 4.04 1.30 47.4% 5.31
ATR 2.98 3.05 0.08 2.6% 0.00
Volume 25,187 21,700 -3,487 -13.8% 106,864
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 102.03 100.51 93.12
R3 97.99 96.47 92.01
R2 93.95 93.95 91.64
R1 92.43 92.43 91.27 93.19
PP 89.91 89.91 89.91 90.30
S1 88.39 88.39 90.53 89.15
S2 85.87 85.87 90.16
S3 81.83 84.35 89.79
S4 77.79 80.31 88.68
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 91.44 84.69 6.75 7.4% 3.26 3.6% 92% True False 21,000
10 91.44 84.05 7.39 8.1% 2.78 3.1% 93% True False 22,851
20 91.44 75.90 15.54 17.1% 3.01 3.3% 97% True False 19,597
40 91.44 75.90 15.54 17.1% 2.82 3.1% 97% True False 17,114
60 100.59 75.90 24.69 27.2% 3.01 3.3% 61% False False 14,297
80 102.81 75.90 26.91 29.6% 2.69 3.0% 56% False False 12,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 108.61
2.618 102.02
1.618 97.98
1.000 95.48
0.618 93.94
HIGH 91.44
0.618 89.90
0.500 89.42
0.382 88.94
LOW 87.40
0.618 84.90
1.000 83.36
1.618 80.86
2.618 76.82
4.250 70.23
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 90.41 89.96
PP 89.91 89.01
S1 89.42 88.07

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

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