NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 100.36 101.36 1.00 1.0% 100.84
High 100.50 102.09 1.59 1.6% 102.05
Low 100.34 100.18 -0.16 -0.2% 99.50
Close 100.34 100.18 -0.16 -0.2% 100.92
Range 0.16 1.91 1.75 1,093.8% 2.55
ATR
Volume 4,295 2,618 -1,677 -39.0% 20,206
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 106.55 105.27 101.23
R3 104.64 103.36 100.71
R2 102.73 102.73 100.53
R1 101.45 101.45 100.36 101.14
PP 100.82 100.82 100.82 100.66
S1 99.54 99.54 100.00 99.23
S2 98.91 98.91 99.83
S3 97.00 97.63 99.65
S4 95.09 95.72 99.13
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.47 107.25 102.32
R3 105.92 104.70 101.62
R2 103.37 103.37 101.39
R1 102.15 102.15 101.15 102.76
PP 100.82 100.82 100.82 101.13
S1 99.60 99.60 100.69 100.21
S2 98.27 98.27 100.45
S3 95.72 97.05 100.22
S4 93.17 94.50 99.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.09 99.50 2.59 2.6% 1.00 1.0% 26% True False 3,482
10 102.09 99.41 2.68 2.7% 0.86 0.9% 29% True False 4,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 110.21
2.618 107.09
1.618 105.18
1.000 104.00
0.618 103.27
HIGH 102.09
0.618 101.36
0.500 101.14
0.382 100.91
LOW 100.18
0.618 99.00
1.000 98.27
1.618 97.09
2.618 95.18
4.250 92.06
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 101.14 101.14
PP 100.82 100.82
S1 100.50 100.50

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

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