NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 82.75 85.70 2.95 3.6% 78.92
High 86.09 86.64 0.55 0.6% 84.00
Low 82.75 83.97 1.22 1.5% 74.95
Close 85.41 85.81 0.40 0.5% 82.98
Range 3.34 2.67 -0.67 -20.1% 9.05
ATR 3.55 3.49 -0.06 -1.8% 0.00
Volume 233,318 317,011 83,693 35.9% 1,818,078
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.48 92.32 87.28
R3 90.81 89.65 86.54
R2 88.14 88.14 86.30
R1 86.98 86.98 86.05 87.56
PP 85.47 85.47 85.47 85.77
S1 84.31 84.31 85.57 84.89
S2 82.80 82.80 85.32
S3 80.13 81.64 85.08
S4 77.46 78.97 84.34
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 86.64 76.94 9.70 11.3% 3.09 3.6% 91% True False 315,989
10 86.64 74.95 11.69 13.6% 3.46 4.0% 93% True False 330,517
20 90.31 74.95 15.36 17.9% 3.39 4.0% 71% False False 300,727
40 90.69 74.95 15.74 18.3% 3.24 3.8% 69% False False 187,682
60 101.39 74.95 26.44 30.8% 3.30 3.8% 41% False False 140,276
80 101.39 74.95 26.44 30.8% 3.12 3.6% 41% False False 111,815
100 104.85 74.95 29.90 34.8% 3.02 3.5% 36% False False 92,375
120 115.57 74.95 40.62 47.3% 3.10 3.6% 27% False False 78,454
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.99
2.618 93.63
1.618 90.96
1.000 89.31
0.618 88.29
HIGH 86.64
0.618 85.62
0.500 85.31
0.382 84.99
LOW 83.97
0.618 82.32
1.000 81.30
1.618 79.65
2.618 76.98
4.250 72.62
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 85.64 85.21
PP 85.47 84.60
S1 85.31 84.00

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

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