NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 79.71 82.57 2.86 3.6% 78.92
High 82.90 84.00 1.10 1.3% 84.00
Low 79.08 81.36 2.28 2.9% 74.95
Close 82.59 82.98 0.39 0.5% 82.98
Range 3.82 2.64 -1.18 -30.9% 9.05
ATR 3.64 3.56 -0.07 -2.0% 0.00
Volume 366,288 343,446 -22,842 -6.2% 1,818,078
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 90.70 89.48 84.43
R3 88.06 86.84 83.71
R2 85.42 85.42 83.46
R1 84.20 84.20 83.22 84.81
PP 82.78 82.78 82.78 83.09
S1 81.56 81.56 82.74 82.17
S2 80.14 80.14 82.50
S3 77.50 78.92 82.25
S4 74.86 76.28 81.53
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 107.79 104.44 87.96
R3 98.74 95.39 85.47
R2 89.69 89.69 84.64
R1 86.34 86.34 83.81 88.02
PP 80.64 80.64 80.64 81.48
S1 77.29 77.29 82.15 78.97
S2 71.59 71.59 81.32
S3 62.54 68.24 80.49
S4 53.49 59.19 78.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.00 74.95 9.05 10.9% 3.09 3.7% 89% True False 363,615
10 84.77 74.95 9.82 11.8% 3.69 4.5% 82% False False 336,656
20 90.60 74.95 15.65 18.9% 3.42 4.1% 51% False False 286,294
40 90.69 74.95 15.74 19.0% 3.26 3.9% 51% False False 177,447
60 101.39 74.95 26.44 31.9% 3.29 4.0% 30% False False 132,063
80 101.39 74.95 26.44 31.9% 3.10 3.7% 30% False False 105,387
100 104.85 74.95 29.90 36.0% 3.01 3.6% 27% False False 87,060
120 115.57 74.95 40.62 49.0% 3.09 3.7% 20% False False 73,964
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 0.99
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 95.22
2.618 90.91
1.618 88.27
1.000 86.64
0.618 85.63
HIGH 84.00
0.618 82.99
0.500 82.68
0.382 82.37
LOW 81.36
0.618 79.73
1.000 78.72
1.618 77.09
2.618 74.45
4.250 70.14
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 82.88 82.14
PP 82.78 81.31
S1 82.68 80.47

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

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