NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 86.20 86.50 0.30 0.3% 87.57
High 87.12 88.88 1.76 2.0% 89.69
Low 84.22 85.95 1.73 2.1% 84.22
Close 86.07 87.40 1.33 1.5% 87.40
Range 2.90 2.93 0.03 1.0% 5.47
ATR 3.28 3.26 -0.03 -0.8% 0.00
Volume 373,547 272,948 -100,599 -26.9% 1,368,349
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 96.20 94.73 89.01
R3 93.27 91.80 88.21
R2 90.34 90.34 87.94
R1 88.87 88.87 87.67 89.61
PP 87.41 87.41 87.41 87.78
S1 85.94 85.94 87.13 86.68
S2 84.48 84.48 86.86
S3 81.55 83.01 86.59
S4 78.62 80.08 85.79
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.51 100.93 90.41
R3 98.04 95.46 88.90
R2 92.57 92.57 88.40
R1 89.99 89.99 87.90 88.55
PP 87.10 87.10 87.10 86.38
S1 84.52 84.52 86.90 83.08
S2 81.63 81.63 86.40
S3 76.16 79.05 85.90
S4 70.69 73.58 84.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.69 84.22 5.47 6.3% 3.05 3.5% 58% False False 273,669
10 89.69 83.04 6.65 7.6% 2.90 3.3% 66% False False 208,405
20 89.69 75.15 14.54 16.6% 3.33 3.8% 84% False False 163,967
40 90.96 75.15 15.81 18.1% 3.14 3.6% 77% False False 127,580
60 99.77 75.15 24.62 28.2% 3.40 3.9% 50% False False 110,745
80 101.83 75.15 26.68 30.5% 3.16 3.6% 46% False False 95,751
100 104.20 75.15 29.05 33.2% 3.07 3.5% 42% False False 88,865
120 112.16 75.15 37.01 42.3% 3.23 3.7% 33% False False 82,834
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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.33
2.618 96.55
1.618 93.62
1.000 91.81
0.618 90.69
HIGH 88.88
0.618 87.76
0.500 87.42
0.382 87.07
LOW 85.95
0.618 84.14
1.000 83.02
1.618 81.21
2.618 78.28
4.250 73.50
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 87.42 87.25
PP 87.41 87.10
S1 87.41 86.96

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

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