NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 84.47 87.48 3.01 3.6% 82.75
High 87.40 88.18 0.78 0.9% 87.40
Low 83.77 85.88 2.11 2.5% 82.75
Close 86.80 86.38 -0.42 -0.5% 86.80
Range 3.63 2.30 -1.33 -36.6% 4.65
ATR 3.34 3.26 -0.07 -2.2% 0.00
Volume 249,330 205,133 -44,197 -17.7% 1,383,654
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.71 92.35 87.65
R3 91.41 90.05 87.01
R2 89.11 89.11 86.80
R1 87.75 87.75 86.59 87.28
PP 86.81 86.81 86.81 86.58
S1 85.45 85.45 86.17 84.98
S2 84.51 84.51 85.96
S3 82.21 83.15 85.75
S4 79.91 80.85 85.12
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 88.18 83.17 5.01 5.8% 2.58 3.0% 64% True False 271,093
10 88.18 74.95 13.23 15.3% 2.87 3.3% 86% True False 302,979
20 88.18 74.95 13.23 15.3% 3.41 4.0% 86% True False 316,991
40 90.69 74.95 15.74 18.2% 3.12 3.6% 73% False False 208,615
60 101.39 74.95 26.44 30.6% 3.31 3.8% 43% False False 155,727
80 101.39 74.95 26.44 30.6% 3.11 3.6% 43% False False 124,044
100 104.85 74.95 29.90 34.6% 3.01 3.5% 38% False False 102,435
120 115.57 74.95 40.62 47.0% 3.13 3.6% 28% False False 86,920
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 True
Stretch 0.81
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.96
2.618 94.20
1.618 91.90
1.000 90.48
0.618 89.60
HIGH 88.18
0.618 87.30
0.500 87.03
0.382 86.76
LOW 85.88
0.618 84.46
1.000 83.58
1.618 82.16
2.618 79.86
4.250 76.11
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 87.03 86.15
PP 86.81 85.91
S1 86.60 85.68

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

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