NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 91.79 91.07 -0.72 -0.8% 87.96
High 93.21 93.98 0.77 0.8% 90.00
Low 89.88 91.04 1.16 1.3% 84.69
Close 90.08 93.54 3.46 3.8% 87.69
Range 3.33 2.94 -0.39 -11.7% 5.31
ATR 3.05 3.11 0.06 2.0% 0.00
Volume 61,909 41,592 -20,317 -32.8% 106,864
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 101.67 100.55 95.16
R3 98.73 97.61 94.35
R2 95.79 95.79 94.08
R1 94.67 94.67 93.81 95.23
PP 92.85 92.85 92.85 93.14
S1 91.73 91.73 93.27 92.29
S2 89.91 89.91 93.00
S3 86.97 88.79 92.73
S4 84.03 85.85 91.92
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 93.98 86.50 7.48 8.0% 3.17 3.4% 94% True False 44,852
10 93.98 84.69 9.29 9.9% 3.07 3.3% 95% True False 32,527
20 93.98 75.90 18.08 19.3% 2.93 3.1% 98% True False 26,539
40 93.98 75.90 18.08 19.3% 2.92 3.1% 98% True False 20,951
60 94.27 75.90 18.37 19.6% 3.02 3.2% 96% False False 17,035
80 102.81 75.90 26.91 28.8% 2.77 3.0% 66% False False 14,277
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.48
2.618 101.68
1.618 98.74
1.000 96.92
0.618 95.80
HIGH 93.98
0.618 92.86
0.500 92.51
0.382 92.16
LOW 91.04
0.618 89.22
1.000 88.10
1.618 86.28
2.618 83.34
4.250 78.55
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 93.20 93.00
PP 92.85 92.47
S1 92.51 91.93

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

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