NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 84.93 84.47 -0.46 -0.5% 82.75
High 85.39 87.40 2.01 2.4% 87.40
Low 83.17 83.77 0.60 0.7% 82.75
Close 84.23 86.80 2.57 3.1% 86.80
Range 2.22 3.63 1.41 63.5% 4.65
ATR 3.31 3.34 0.02 0.7% 0.00
Volume 326,410 249,330 -77,080 -23.6% 1,383,654
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 96.88 95.47 88.80
R3 93.25 91.84 87.80
R2 89.62 89.62 87.47
R1 88.21 88.21 87.13 88.92
PP 85.99 85.99 85.99 86.34
S1 84.58 84.58 86.47 85.29
S2 82.36 82.36 86.13
S3 78.73 80.95 85.80
S4 75.10 77.32 84.80
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.60 97.85 89.36
R3 94.95 93.20 88.08
R2 90.30 90.30 87.65
R1 88.55 88.55 87.23 89.43
PP 85.65 85.65 85.65 86.09
S1 83.90 83.90 86.37 84.78
S2 81.00 81.00 85.95
S3 76.35 79.25 85.52
S4 71.70 74.60 84.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.40 82.75 4.65 5.4% 2.79 3.2% 87% True False 276,730
10 87.40 74.95 12.45 14.3% 2.94 3.4% 95% True False 320,173
20 87.99 74.95 13.04 15.0% 3.44 4.0% 91% False False 320,360
40 90.69 74.95 15.74 18.1% 3.17 3.7% 75% False False 204,905
60 101.39 74.95 26.44 30.5% 3.30 3.8% 45% False False 152,996
80 101.39 74.95 26.44 30.5% 3.14 3.6% 45% False False 121,716
100 104.85 74.95 29.90 34.4% 3.02 3.5% 40% False False 100,463
120 115.57 74.95 40.62 46.8% 3.13 3.6% 29% False False 85,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.83
2.618 96.90
1.618 93.27
1.000 91.03
0.618 89.64
HIGH 87.40
0.618 86.01
0.500 85.59
0.382 85.16
LOW 83.77
0.618 81.53
1.000 80.14
1.618 77.90
2.618 74.27
4.250 68.34
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 86.40 86.30
PP 85.99 85.79
S1 85.59 85.29

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

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