NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 85.20 84.93 -0.27 -0.3% 78.92
High 86.59 85.39 -1.20 -1.4% 84.00
Low 84.52 83.17 -1.35 -1.6% 74.95
Close 85.57 84.23 -1.34 -1.6% 82.98
Range 2.07 2.22 0.15 7.2% 9.05
ATR 3.38 3.31 -0.07 -2.1% 0.00
Volume 257,585 326,410 68,825 26.7% 1,818,078
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 90.92 89.80 85.45
R3 88.70 87.58 84.84
R2 86.48 86.48 84.64
R1 85.36 85.36 84.43 84.81
PP 84.26 84.26 84.26 83.99
S1 83.14 83.14 84.03 82.59
S2 82.04 82.04 83.82
S3 79.82 80.92 83.62
S4 77.60 78.70 83.01
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 81.36 5.28 6.3% 2.59 3.1% 54% False False 295,554
10 86.64 74.95 11.69 13.9% 3.05 3.6% 79% False False 329,036
20 89.93 74.95 14.98 17.8% 3.40 4.0% 62% False False 316,396
40 90.69 74.95 15.74 18.7% 3.24 3.8% 59% False False 199,978
60 101.39 74.95 26.44 31.4% 3.29 3.9% 35% False False 149,273
80 101.39 74.95 26.44 31.4% 3.12 3.7% 35% False False 118,751
100 104.85 74.95 29.90 35.5% 3.00 3.6% 31% False False 98,052
120 115.57 74.95 40.62 48.2% 3.11 3.7% 23% False False 83,219
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 0.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.83
2.618 91.20
1.618 88.98
1.000 87.61
0.618 86.76
HIGH 85.39
0.618 84.54
0.500 84.28
0.382 84.02
LOW 83.17
0.618 81.80
1.000 80.95
1.618 79.58
2.618 77.36
4.250 73.74
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 84.28 84.91
PP 84.26 84.68
S1 84.25 84.46

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

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