NYMEX Light Sweet Crude Oil Future December 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 85.45 85.02 -0.43 -0.5% 78.72
High 86.76 85.61 -1.15 -1.3% 84.16
Low 84.71 83.40 -1.31 -1.5% 75.15
Close 85.78 84.45 -1.33 -1.6% 83.17
Range 2.05 2.21 0.16 7.8% 9.01
ATR 3.40 3.33 -0.07 -2.1% 0.00
Volume 129,356 162,967 33,611 26.0% 725,088
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 91.12 89.99 85.67
R3 88.91 87.78 85.06
R2 86.70 86.70 84.86
R1 85.57 85.57 84.65 85.03
PP 84.49 84.49 84.49 84.22
S1 83.36 83.36 84.25 82.82
S2 82.28 82.28 84.04
S3 80.07 81.15 83.84
S4 77.86 78.94 83.23
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 81.52 5.29 6.3% 2.55 3.0% 55% False False 138,777
10 86.81 75.15 11.66 13.8% 3.10 3.7% 80% False False 140,168
20 90.14 75.15 14.99 17.8% 3.41 4.0% 62% False False 115,143
40 90.96 75.15 15.81 18.7% 3.23 3.8% 59% False False 100,488
60 101.83 75.15 26.68 31.6% 3.29 3.9% 35% False False 90,002
80 101.83 75.15 26.68 31.6% 3.13 3.7% 35% False False 81,570
100 105.14 75.15 29.99 35.5% 3.04 3.6% 31% False False 76,313
120 115.50 75.15 40.35 47.8% 3.19 3.8% 23% False False 71,695
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 0.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.00
2.618 91.40
1.618 89.19
1.000 87.82
0.618 86.98
HIGH 85.61
0.618 84.77
0.500 84.51
0.382 84.24
LOW 83.40
0.618 82.03
1.000 81.19
1.618 79.82
2.618 77.61
4.250 74.01
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 84.51 85.11
PP 84.49 84.89
S1 84.47 84.67

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

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