NYMEX Light Sweet Crude Oil Future June 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 91.43 91.35 -0.08 -0.1% 88.32
High 92.58 93.65 1.07 1.2% 90.09
Low 89.60 90.72 1.12 1.3% 85.00
Close 89.79 93.20 3.41 3.8% 87.91
Range 2.98 2.93 -0.05 -1.7% 5.09
ATR 2.91 2.98 0.07 2.3% 0.00
Volume 67,085 34,991 -32,094 -47.8% 114,221
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 101.31 100.19 94.81
R3 98.38 97.26 94.01
R2 95.45 95.45 93.74
R1 94.33 94.33 93.47 94.89
PP 92.52 92.52 92.52 92.81
S1 91.40 91.40 92.93 91.96
S2 89.59 89.59 92.66
S3 86.66 88.47 92.39
S4 83.73 85.54 91.59
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 102.94 100.51 90.71
R3 97.85 95.42 89.31
R2 92.76 92.76 88.84
R1 90.33 90.33 88.38 89.00
PP 87.67 87.67 87.67 87.00
S1 85.24 85.24 87.44 83.91
S2 82.58 82.58 86.98
S3 77.49 80.15 86.51
S4 72.40 75.06 85.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.65 86.84 6.81 7.3% 2.85 3.1% 93% True False 42,835
10 93.65 85.00 8.65 9.3% 2.85 3.1% 95% True False 33,215
20 93.65 76.65 17.00 18.2% 2.78 3.0% 97% True False 28,283
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.10
2.618 101.32
1.618 98.39
1.000 96.58
0.618 95.46
HIGH 93.65
0.618 92.53
0.500 92.19
0.382 91.84
LOW 90.72
0.618 88.91
1.000 87.79
1.618 85.98
2.618 83.05
4.250 78.27
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 92.86 92.68
PP 92.52 92.15
S1 92.19 91.63

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

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