NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 76.40 78.25 1.85 2.4% 79.64
High 77.99 79.91 1.92 2.5% 84.77
Low 74.95 76.94 1.99 2.7% 77.11
Close 75.67 79.68 4.01 5.3% 79.20
Range 3.04 2.97 -0.07 -2.3% 7.66
ATR 3.57 3.62 0.05 1.3% 0.00
Volume 411,389 319,884 -91,505 -22.2% 1,548,490
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 87.75 86.69 81.31
R3 84.78 83.72 80.50
R2 81.81 81.81 80.22
R1 80.75 80.75 79.95 81.28
PP 78.84 78.84 78.84 79.11
S1 77.78 77.78 79.41 78.31
S2 75.87 75.87 79.14
S3 72.90 74.81 78.86
S4 69.93 71.84 78.05
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 83.98 74.95 9.03 11.3% 3.61 4.5% 52% False False 355,177
10 85.00 74.95 10.05 12.6% 4.01 5.0% 47% False False 350,141
20 90.60 74.95 15.65 19.6% 3.38 4.2% 30% False False 259,960
40 90.69 74.95 15.74 19.8% 3.31 4.2% 30% False False 163,296
60 101.39 74.95 26.44 33.2% 3.29 4.1% 18% False False 121,337
80 101.49 74.95 26.54 33.3% 3.12 3.9% 18% False False 96,969
100 104.85 74.95 29.90 37.5% 3.00 3.8% 16% False False 80,127
120 115.57 74.95 40.62 51.0% 3.07 3.9% 12% False False 68,196
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 0.96
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 92.53
2.618 87.69
1.618 84.72
1.000 82.88
0.618 81.75
HIGH 79.91
0.618 78.78
0.500 78.43
0.382 78.07
LOW 76.94
0.618 75.10
1.000 73.97
1.618 72.13
2.618 69.16
4.250 64.32
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 79.26 78.93
PP 78.84 78.18
S1 78.43 77.43

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

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