NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 88.53 86.20 -2.33 -2.6% 83.05
High 89.69 87.12 -2.57 -2.9% 87.60
Low 86.03 84.22 -1.81 -2.1% 83.04
Close 86.29 86.07 -0.22 -0.3% 87.00
Range 3.66 2.90 -0.76 -20.8% 4.56
ATR 3.31 3.28 -0.03 -0.9% 0.00
Volume 337,387 373,547 36,160 10.7% 715,702
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 94.50 93.19 87.67
R3 91.60 90.29 86.87
R2 88.70 88.70 86.60
R1 87.39 87.39 86.34 86.60
PP 85.80 85.80 85.80 85.41
S1 84.49 84.49 85.80 83.70
S2 82.90 82.90 85.54
S3 80.00 81.59 85.27
S4 77.10 78.69 84.48
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.56 97.84 89.51
R3 95.00 93.28 88.25
R2 90.44 90.44 87.84
R1 88.72 88.72 87.42 89.58
PP 85.88 85.88 85.88 86.31
S1 84.16 84.16 86.58 85.02
S2 81.32 81.32 86.16
S3 76.76 79.60 85.75
S4 72.20 75.04 84.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.69 83.98 5.71 6.6% 3.19 3.7% 37% False False 253,246
10 89.69 81.52 8.17 9.5% 2.87 3.3% 56% False False 196,011
20 89.69 75.15 14.54 16.9% 3.39 3.9% 75% False False 156,947
40 90.96 75.15 15.81 18.4% 3.15 3.7% 69% False False 122,505
60 99.77 75.15 24.62 28.6% 3.37 3.9% 44% False False 106,926
80 101.83 75.15 26.68 31.0% 3.16 3.7% 41% False False 93,108
100 105.10 75.15 29.95 34.8% 3.07 3.6% 36% False False 86,585
120 113.97 75.15 38.82 45.1% 3.23 3.8% 28% False False 80,809
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 False
Stretch 0.77
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.45
2.618 94.71
1.618 91.81
1.000 90.02
0.618 88.91
HIGH 87.12
0.618 86.01
0.500 85.67
0.382 85.33
LOW 84.22
0.618 82.43
1.000 81.32
1.618 79.53
2.618 76.63
4.250 71.90
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 85.94 86.96
PP 85.80 86.66
S1 85.67 86.37

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

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