NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 84.81 80.40 -4.41 -5.2% 87.80
High 85.00 81.81 -3.19 -3.8% 87.99
Low 79.66 77.55 -2.11 -2.6% 77.55
Close 80.51 79.85 -0.66 -0.8% 79.85
Range 5.34 4.26 -1.08 -20.2% 10.44
ATR 3.24 3.32 0.07 2.2% 0.00
Volume 444,151 400,428 -43,723 -9.8% 1,656,978
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 92.52 90.44 82.19
R3 88.26 86.18 81.02
R2 84.00 84.00 80.63
R1 81.92 81.92 80.24 80.83
PP 79.74 79.74 79.74 79.19
S1 77.66 77.66 79.46 76.57
S2 75.48 75.48 79.07
S3 71.22 73.40 78.68
S4 66.96 69.14 77.51
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.12 106.92 85.59
R3 102.68 96.48 82.72
R2 92.24 92.24 81.76
R1 86.04 86.04 80.81 83.92
PP 81.80 81.80 81.80 80.74
S1 75.60 75.60 78.89 73.48
S2 71.36 71.36 77.94
S3 60.92 65.16 76.98
S4 50.48 54.72 74.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.99 77.55 10.44 13.1% 3.60 4.5% 22% False True 331,395
10 90.60 77.55 13.05 16.3% 3.14 3.9% 18% False True 235,932
20 90.69 77.55 13.14 16.5% 2.98 3.7% 18% False True 156,955
40 99.35 76.61 22.74 28.5% 3.45 4.3% 14% False False 106,286
60 101.39 76.61 24.78 31.0% 3.11 3.9% 13% False False 80,684
80 104.00 76.61 27.39 34.3% 2.98 3.7% 12% False False 65,525
100 112.05 76.61 35.44 44.4% 3.13 3.9% 9% False False 54,486
120 115.57 76.61 38.96 48.8% 2.95 3.7% 8% False False 46,594
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 0.82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.92
2.618 92.96
1.618 88.70
1.000 86.07
0.618 84.44
HIGH 81.81
0.618 80.18
0.500 79.68
0.382 79.18
LOW 77.55
0.618 74.92
1.000 73.29
1.618 70.66
2.618 66.40
4.250 59.45
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 79.79 82.77
PP 79.74 81.80
S1 79.68 80.82

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

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