NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 78.92 76.40 -2.52 -3.2% 79.64
High 79.64 77.99 -1.65 -2.1% 84.77
Low 76.65 74.95 -1.70 -2.2% 77.11
Close 77.61 75.67 -1.94 -2.5% 79.20
Range 2.99 3.04 0.05 1.7% 7.66
ATR 3.61 3.57 -0.04 -1.1% 0.00
Volume 377,071 411,389 34,318 9.1% 1,548,490
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 85.32 83.54 77.34
R3 82.28 80.50 76.51
R2 79.24 79.24 76.23
R1 77.46 77.46 75.95 76.83
PP 76.20 76.20 76.20 75.89
S1 74.42 74.42 75.39 73.79
S2 73.16 73.16 75.11
S3 70.12 71.38 74.83
S4 67.08 68.34 74.00
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 84.62 74.95 9.67 12.8% 3.84 5.1% 7% False True 345,045
10 87.99 74.95 13.04 17.2% 4.02 5.3% 6% False True 346,679
20 90.69 74.95 15.74 20.8% 3.44 4.5% 5% False True 248,720
40 90.69 74.95 15.74 20.8% 3.42 4.5% 5% False True 157,000
60 101.39 74.95 26.44 34.9% 3.30 4.4% 3% False True 116,457
80 101.49 74.95 26.54 35.1% 3.12 4.1% 3% False True 93,240
100 104.85 74.95 29.90 39.5% 3.00 4.0% 2% False True 77,059
120 115.57 74.95 40.62 53.7% 3.06 4.0% 2% False True 65,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.91
2.618 85.95
1.618 82.91
1.000 81.03
0.618 79.87
HIGH 77.99
0.618 76.83
0.500 76.47
0.382 76.11
LOW 74.95
0.618 73.07
1.000 71.91
1.618 70.03
2.618 66.99
4.250 62.03
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 76.47 79.09
PP 76.20 77.95
S1 75.94 76.81

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

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