NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 83.50 79.37 -4.13 -4.9% 80.13
High 84.25 79.88 -4.37 -5.2% 86.02
Low 80.07 78.37 -1.70 -2.1% 79.11
Close 80.29 78.99 -1.30 -1.6% 80.29
Range 4.18 1.51 -2.67 -63.9% 6.91
ATR 3.00 2.93 -0.08 -2.6% 0.00
Volume 4,525 6,810 2,285 50.5% 28,678
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 83.61 82.81 79.82
R3 82.10 81.30 79.41
R2 80.59 80.59 79.27
R1 79.79 79.79 79.13 79.44
PP 79.08 79.08 79.08 78.90
S1 78.28 78.28 78.85 77.93
S2 77.57 77.57 78.71
S3 76.06 76.77 78.57
S4 74.55 75.26 78.16
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 102.54 98.32 84.09
R3 95.63 91.41 82.19
R2 88.72 88.72 81.56
R1 84.50 84.50 80.92 86.61
PP 81.81 81.81 81.81 82.86
S1 77.59 77.59 79.66 79.70
S2 74.90 74.90 79.02
S3 67.99 70.68 78.39
S4 61.08 63.77 76.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.02 78.37 7.65 9.7% 3.00 3.8% 8% False True 5,396
10 89.52 78.37 11.15 14.1% 3.23 4.1% 6% False True 5,993
20 91.46 78.37 13.09 16.6% 2.58 3.3% 5% False True 6,359
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.70
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 86.30
2.618 83.83
1.618 82.32
1.000 81.39
0.618 80.81
HIGH 79.88
0.618 79.30
0.500 79.13
0.382 78.95
LOW 78.37
0.618 77.44
1.000 76.86
1.618 75.93
2.618 74.42
4.250 71.95
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 79.13 81.69
PP 79.08 80.79
S1 79.04 79.89

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

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