NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 80.67 83.07 2.40 3.0% 79.64
High 83.98 83.23 -0.75 -0.9% 84.77
Low 79.64 78.53 -1.11 -1.4% 77.11
Close 82.14 79.20 -2.94 -3.6% 79.20
Range 4.34 4.70 0.36 8.3% 7.66
ATR 3.58 3.66 0.08 2.2% 0.00
Volume 329,579 337,963 8,384 2.5% 1,548,490
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.42 91.51 81.79
R3 89.72 86.81 80.49
R2 85.02 85.02 80.06
R1 82.11 82.11 79.63 81.22
PP 80.32 80.32 80.32 79.87
S1 77.41 77.41 78.77 76.52
S2 75.62 75.62 78.34
S3 70.92 72.71 77.91
S4 66.22 68.01 76.62
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.34 98.93 83.41
R3 95.68 91.27 81.31
R2 88.02 88.02 80.60
R1 83.61 83.61 79.90 81.99
PP 80.36 80.36 80.36 79.55
S1 75.95 75.95 78.50 74.33
S2 72.70 72.70 77.80
S3 65.04 68.29 77.09
S4 57.38 60.63 74.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.77 77.11 7.66 9.7% 4.29 5.4% 27% False False 309,698
10 87.99 77.11 10.88 13.7% 3.95 5.0% 19% False False 320,546
20 90.69 77.11 13.58 17.1% 3.49 4.4% 15% False False 214,961
40 90.69 76.61 14.08 17.8% 3.52 4.4% 18% False False 140,627
60 101.39 76.61 24.78 31.3% 3.29 4.2% 10% False False 104,530
80 104.00 76.61 27.39 34.6% 3.10 3.9% 9% False False 84,127
100 105.74 76.61 29.13 36.8% 3.05 3.9% 9% False False 69,448
120 115.57 76.61 38.96 49.2% 3.05 3.8% 7% False False 59,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.21
2.618 95.53
1.618 90.83
1.000 87.93
0.618 86.13
HIGH 83.23
0.618 81.43
0.500 80.88
0.382 80.33
LOW 78.53
0.618 75.63
1.000 73.83
1.618 70.93
2.618 66.23
4.250 58.56
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 80.88 81.58
PP 80.32 80.78
S1 79.76 79.99

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

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