NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 82.57 82.75 0.18 0.2% 78.92
High 84.00 86.09 2.09 2.5% 84.00
Low 81.36 82.75 1.39 1.7% 74.95
Close 82.98 85.41 2.43 2.9% 82.98
Range 2.64 3.34 0.70 26.5% 9.05
ATR 3.56 3.55 -0.02 -0.4% 0.00
Volume 343,446 233,318 -110,128 -32.1% 1,818,078
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 94.77 93.43 87.25
R3 91.43 90.09 86.33
R2 88.09 88.09 86.02
R1 86.75 86.75 85.72 87.42
PP 84.75 84.75 84.75 85.09
S1 83.41 83.41 85.10 84.08
S2 81.41 81.41 84.80
S3 78.07 80.07 84.49
S4 74.73 76.73 83.57
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 86.09 74.95 11.14 13.0% 3.16 3.7% 94% True False 334,865
10 86.09 74.95 11.14 13.0% 3.58 4.2% 94% True False 328,788
20 90.60 74.95 15.65 18.3% 3.39 4.0% 67% False False 291,790
40 90.69 74.95 15.74 18.4% 3.26 3.8% 66% False False 180,868
60 101.39 74.95 26.44 31.0% 3.30 3.9% 40% False False 135,361
80 101.39 74.95 26.44 31.0% 3.13 3.7% 40% False False 108,058
100 104.85 74.95 29.90 35.0% 3.01 3.5% 35% False False 89,312
120 115.57 74.95 40.62 47.6% 3.09 3.6% 26% False False 75,862
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 0.79
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.29
2.618 94.83
1.618 91.49
1.000 89.43
0.618 88.15
HIGH 86.09
0.618 84.81
0.500 84.42
0.382 84.03
LOW 82.75
0.618 80.69
1.000 79.41
1.618 77.35
2.618 74.01
4.250 68.56
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 85.08 84.47
PP 84.75 83.53
S1 84.42 82.59

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

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