NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 97.70 97.58 -0.12 -0.1% 97.70
High 98.64 98.21 -0.43 -0.4% 99.24
Low 97.20 96.79 -0.41 -0.4% 96.43
Close 98.11 97.27 -0.84 -0.9% 97.27
Range 1.44 1.42 -0.02 -1.4% 2.81
ATR 1.88 1.85 -0.03 -1.7% 0.00
Volume 20,842 15,951 -4,891 -23.5% 92,059
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 101.68 100.90 98.05
R3 100.26 99.48 97.66
R2 98.84 98.84 97.53
R1 98.06 98.06 97.40 97.74
PP 97.42 97.42 97.42 97.27
S1 96.64 96.64 97.14 96.32
S2 96.00 96.00 97.01
S3 94.58 95.22 96.88
S4 93.16 93.80 96.49
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 106.08 104.48 98.82
R3 103.27 101.67 98.04
R2 100.46 100.46 97.79
R1 98.86 98.86 97.53 98.26
PP 97.65 97.65 97.65 97.34
S1 96.05 96.05 97.01 95.45
S2 94.84 94.84 96.75
S3 92.03 93.24 96.50
S4 89.22 90.43 95.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.24 96.43 2.81 2.9% 1.94 2.0% 30% False False 18,411
10 107.12 96.43 10.69 11.0% 2.07 2.1% 8% False False 15,372
20 107.12 96.43 10.69 11.0% 1.70 1.7% 8% False False 12,675
40 109.80 96.43 13.37 13.7% 1.71 1.8% 6% False False 11,034
60 110.65 96.43 14.22 14.6% 1.66 1.7% 6% False False 10,863
80 110.65 96.43 14.22 14.6% 1.47 1.5% 6% False False 9,554
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 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.25
2.618 101.93
1.618 100.51
1.000 99.63
0.618 99.09
HIGH 98.21
0.618 97.67
0.500 97.50
0.382 97.33
LOW 96.79
0.618 95.91
1.000 95.37
1.618 94.49
2.618 93.07
4.250 90.76
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 97.50 97.54
PP 97.42 97.45
S1 97.35 97.36

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

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