NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 83.07 78.92 -4.15 -5.0% 79.64
High 83.23 79.64 -3.59 -4.3% 84.77
Low 78.53 76.65 -1.88 -2.4% 77.11
Close 79.20 77.61 -1.59 -2.0% 79.20
Range 4.70 2.99 -1.71 -36.4% 7.66
ATR 3.66 3.61 -0.05 -1.3% 0.00
Volume 337,963 377,071 39,108 11.6% 1,548,490
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 86.94 85.26 79.25
R3 83.95 82.27 78.43
R2 80.96 80.96 78.16
R1 79.28 79.28 77.88 78.63
PP 77.97 77.97 77.97 77.64
S1 76.29 76.29 77.34 75.64
S2 74.98 74.98 77.06
S3 71.99 73.30 76.79
S4 69.00 70.31 75.97
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 76.65 8.12 10.5% 4.00 5.2% 12% False True 322,712
10 87.99 76.65 11.34 14.6% 3.96 5.1% 8% False True 331,003
20 90.69 76.65 14.04 18.1% 3.46 4.5% 7% False True 230,940
40 90.69 76.61 14.08 18.1% 3.47 4.5% 7% False False 148,450
60 101.39 76.61 24.78 31.9% 3.29 4.2% 4% False False 110,149
80 103.57 76.61 26.96 34.7% 3.12 4.0% 4% False False 88,522
100 104.85 76.61 28.24 36.4% 3.02 3.9% 4% False False 73,106
120 115.57 76.61 38.96 50.2% 3.04 3.9% 3% False False 62,269
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 0.91
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 92.35
2.618 87.47
1.618 84.48
1.000 82.63
0.618 81.49
HIGH 79.64
0.618 78.50
0.500 78.15
0.382 77.79
LOW 76.65
0.618 74.80
1.000 73.66
1.618 71.81
2.618 68.82
4.250 63.94
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 78.15 80.32
PP 77.97 79.41
S1 77.79 78.51

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

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