NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 78.72 76.62 -2.10 -2.7% 79.80
High 79.83 78.59 -1.24 -1.6% 85.00
Low 76.46 75.15 -1.31 -1.7% 77.38
Close 77.83 75.87 -1.96 -2.5% 79.33
Range 3.37 3.44 0.07 2.1% 7.62
ATR 3.63 3.62 -0.01 -0.4% 0.00
Volume 138,992 148,790 9,798 7.0% 470,210
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 86.86 84.80 77.76
R3 83.42 81.36 76.82
R2 79.98 79.98 76.50
R1 77.92 77.92 76.19 77.23
PP 76.54 76.54 76.54 76.19
S1 74.48 74.48 75.55 73.79
S2 73.10 73.10 75.24
S3 69.66 71.04 74.92
S4 66.22 67.60 73.98
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.43 99.00 83.52
R3 95.81 91.38 81.43
R2 88.19 88.19 80.73
R1 83.76 83.76 80.03 82.17
PP 80.57 80.57 80.57 79.77
S1 76.14 76.14 78.63 74.55
S2 72.95 72.95 77.93
S3 65.33 68.52 77.23
S4 57.71 60.90 75.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.84 75.15 9.69 12.8% 3.98 5.3% 7% False True 118,111
10 88.24 75.15 13.09 17.3% 4.10 5.4% 6% False True 109,283
20 90.96 75.15 15.81 20.8% 3.45 4.5% 5% False True 99,073
40 90.96 75.15 15.81 20.8% 3.41 4.5% 5% False True 91,049
60 101.83 75.15 26.68 35.2% 3.31 4.4% 3% False True 79,427
80 101.83 75.15 26.68 35.2% 3.15 4.1% 3% False True 74,315
100 105.14 75.15 29.99 39.5% 3.06 4.0% 2% False True 69,736
120 115.50 75.15 40.35 53.2% 3.18 4.2% 2% False True 65,960
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 1.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.21
2.618 87.60
1.618 84.16
1.000 82.03
0.618 80.72
HIGH 78.59
0.618 77.28
0.500 76.87
0.382 76.46
LOW 75.15
0.618 73.02
1.000 71.71
1.618 69.58
2.618 66.14
4.250 60.53
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 76.87 79.27
PP 76.54 78.14
S1 76.20 77.00

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

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