NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 91.05 91.79 0.74 0.8% 87.96
High 93.42 93.21 -0.21 -0.2% 90.00
Low 90.63 89.88 -0.75 -0.8% 84.69
Close 92.41 90.08 -2.33 -2.5% 87.69
Range 2.79 3.33 0.54 19.4% 5.31
ATR 3.03 3.05 0.02 0.7% 0.00
Volume 73,875 61,909 -11,966 -16.2% 106,864
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 101.05 98.89 91.91
R3 97.72 95.56 91.00
R2 94.39 94.39 90.69
R1 92.23 92.23 90.39 91.65
PP 91.06 91.06 91.06 90.76
S1 88.90 88.90 89.77 88.32
S2 87.73 87.73 89.47
S3 84.40 85.57 89.16
S4 81.07 82.24 88.25
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 9.7% 3.13 3.5% 62% False False 40,233
10 93.42 84.05 9.37 10.4% 2.97 3.3% 64% False False 31,425
20 93.42 75.90 17.52 19.4% 2.97 3.3% 81% False False 25,080
40 93.42 75.90 17.52 19.4% 2.88 3.2% 81% False False 20,234
60 96.20 75.90 20.30 22.5% 3.01 3.3% 70% False False 16,410
80 102.81 75.90 26.91 29.9% 2.74 3.0% 53% False False 13,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.36
2.618 101.93
1.618 98.60
1.000 96.54
0.618 95.27
HIGH 93.21
0.618 91.94
0.500 91.55
0.382 91.15
LOW 89.88
0.618 87.82
1.000 86.55
1.618 84.49
2.618 81.16
4.250 75.73
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 91.55 90.41
PP 91.06 90.30
S1 90.57 90.19

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

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