NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 85.70 85.20 -0.50 -0.6% 78.92
High 86.64 86.59 -0.05 -0.1% 84.00
Low 83.97 84.52 0.55 0.7% 74.95
Close 85.81 85.57 -0.24 -0.3% 82.98
Range 2.67 2.07 -0.60 -22.5% 9.05
ATR 3.49 3.38 -0.10 -2.9% 0.00
Volume 317,011 257,585 -59,426 -18.7% 1,818,078
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 91.77 90.74 86.71
R3 89.70 88.67 86.14
R2 87.63 87.63 85.95
R1 86.60 86.60 85.76 87.12
PP 85.56 85.56 85.56 85.82
S1 84.53 84.53 85.38 85.05
S2 83.49 83.49 85.19
S3 81.42 82.46 85.00
S4 79.35 80.39 84.43
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 79.08 7.56 8.8% 2.91 3.4% 86% False False 303,529
10 86.64 74.95 11.69 13.7% 3.26 3.8% 91% False False 329,353
20 90.29 74.95 15.34 17.9% 3.39 4.0% 69% False False 307,180
40 90.69 74.95 15.74 18.4% 3.24 3.8% 67% False False 192,918
60 101.39 74.95 26.44 30.9% 3.29 3.9% 40% False False 144,196
80 101.39 74.95 26.44 30.9% 3.12 3.6% 40% False False 114,803
100 104.85 74.95 29.90 34.9% 3.01 3.5% 36% False False 94,886
120 115.57 74.95 40.62 47.5% 3.10 3.6% 26% False False 80,546
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 95.39
2.618 92.01
1.618 89.94
1.000 88.66
0.618 87.87
HIGH 86.59
0.618 85.80
0.500 85.56
0.382 85.31
LOW 84.52
0.618 83.24
1.000 82.45
1.618 81.17
2.618 79.10
4.250 75.72
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 85.57 85.28
PP 85.56 84.99
S1 85.56 84.70

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

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