NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 87.48 91.05 3.57 4.1% 87.96
High 91.44 93.42 1.98 2.2% 90.00
Low 87.40 90.63 3.23 3.7% 84.69
Close 90.90 92.41 1.51 1.7% 87.69
Range 4.04 2.79 -1.25 -30.9% 5.31
ATR 3.05 3.03 -0.02 -0.6% 0.00
Volume 21,700 73,875 52,175 240.4% 106,864
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 100.52 99.26 93.94
R3 97.73 96.47 93.18
R2 94.94 94.94 92.92
R1 93.68 93.68 92.67 94.31
PP 92.15 92.15 92.15 92.47
S1 90.89 90.89 92.15 91.52
S2 89.36 89.36 91.90
S3 86.57 88.10 91.64
S4 83.78 85.31 90.88
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 93.42 84.69 8.73 9.4% 3.16 3.4% 88% True False 32,389
10 93.42 84.05 9.37 10.1% 2.82 3.0% 89% True False 28,485
20 93.42 75.90 17.52 19.0% 2.99 3.2% 94% True False 22,729
40 93.42 75.90 17.52 19.0% 2.84 3.1% 94% True False 18,833
60 97.91 75.90 22.01 23.8% 2.99 3.2% 75% False False 15,470
80 102.81 75.90 26.91 29.1% 2.71 2.9% 61% False False 13,098
Crabel Price Patterns
NR True
NR4 False
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.28
2.618 100.72
1.618 97.93
1.000 96.21
0.618 95.14
HIGH 93.42
0.618 92.35
0.500 92.03
0.382 91.70
LOW 90.63
0.618 88.91
1.000 87.84
1.618 86.12
2.618 83.33
4.250 78.77
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 92.28 91.59
PP 92.15 90.78
S1 92.03 89.96

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

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