NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 106.36 107.11 0.75 0.7% 103.17
High 107.73 107.55 -0.18 -0.2% 105.27
Low 106.21 106.95 0.74 0.7% 102.33
Close 107.57 107.50 -0.07 -0.1% 105.05
Range 1.52 0.60 -0.92 -60.5% 2.94
ATR 1.36 1.30 -0.05 -3.9% 0.00
Volume 8,250 10,900 2,650 32.1% 35,430
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 109.13 108.92 107.83
R3 108.53 108.32 107.67
R2 107.93 107.93 107.61
R1 107.72 107.72 107.56 107.83
PP 107.33 107.33 107.33 107.39
S1 107.12 107.12 107.45 107.23
S2 106.73 106.73 107.39
S3 106.13 106.52 107.34
S4 105.53 105.92 107.17
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 113.04 111.98 106.67
R3 110.10 109.04 105.86
R2 107.16 107.16 105.59
R1 106.10 106.10 105.32 106.63
PP 104.22 104.22 104.22 104.48
S1 103.16 103.16 104.78 103.69
S2 101.28 101.28 104.51
S3 98.34 100.22 104.24
S4 95.40 97.28 103.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.73 103.41 4.32 4.0% 0.90 0.8% 95% False False 8,864
10 107.73 101.49 6.24 5.8% 0.86 0.8% 96% False False 8,063
20 107.73 97.89 9.84 9.2% 0.95 0.9% 98% False False 6,534
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.10
2.618 109.12
1.618 108.52
1.000 108.15
0.618 107.92
HIGH 107.55
0.618 107.32
0.500 107.25
0.382 107.18
LOW 106.95
0.618 106.58
1.000 106.35
1.618 105.98
2.618 105.38
4.250 104.40
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 107.42 107.03
PP 107.33 106.55
S1 107.25 106.08

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

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