NYMEX Light Sweet Crude Oil Future December 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 85.83 85.45 -0.38 -0.4% 78.72
High 86.81 86.76 -0.05 -0.1% 84.16
Low 84.16 84.71 0.55 0.7% 75.15
Close 86.01 85.78 -0.23 -0.3% 83.17
Range 2.65 2.05 -0.60 -22.6% 9.01
ATR 3.50 3.40 -0.10 -3.0% 0.00
Volume 150,237 129,356 -20,881 -13.9% 725,088
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 91.90 90.89 86.91
R3 89.85 88.84 86.34
R2 87.80 87.80 86.16
R1 86.79 86.79 85.97 87.30
PP 85.75 85.75 85.75 86.00
S1 84.74 84.74 85.59 85.25
S2 83.70 83.70 85.40
S3 81.65 82.69 85.22
S4 79.60 80.64 84.65
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 107.86 104.52 88.13
R3 98.85 95.51 85.65
R2 89.84 89.84 84.82
R1 86.50 86.50 84.00 88.17
PP 80.83 80.83 80.83 81.66
S1 77.49 77.49 82.34 79.16
S2 71.82 71.82 81.52
S3 62.81 68.48 80.69
S4 53.80 59.47 78.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.81 79.24 7.57 8.8% 2.88 3.4% 86% False False 141,309
10 86.81 75.15 11.66 13.6% 3.31 3.9% 91% False False 133,729
20 90.45 75.15 15.30 17.8% 3.41 4.0% 69% False False 111,054
40 90.96 75.15 15.81 18.4% 3.23 3.8% 67% False False 98,163
60 101.83 75.15 26.68 31.1% 3.29 3.8% 40% False False 87,952
80 101.83 75.15 26.68 31.1% 3.13 3.7% 40% False False 79,970
100 105.14 75.15 29.99 35.0% 3.05 3.6% 35% False False 75,080
120 115.50 75.15 40.35 47.0% 3.19 3.7% 26% False False 70,629
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 0.87
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 95.47
2.618 92.13
1.618 90.08
1.000 88.81
0.618 88.03
HIGH 86.76
0.618 85.98
0.500 85.74
0.382 85.49
LOW 84.71
0.618 83.44
1.000 82.66
1.618 81.39
2.618 79.34
4.250 76.00
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 85.77 85.50
PP 85.75 85.21
S1 85.74 84.93

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

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