NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 87.05 91.69 4.64 5.3% 87.57
High 91.88 94.65 2.77 3.0% 89.69
Low 87.00 91.10 4.10 4.7% 84.22
Close 91.27 93.17 1.90 2.1% 87.40
Range 4.88 3.55 -1.33 -27.3% 5.47
ATR 3.37 3.39 0.01 0.4% 0.00
Volume 460,745 462,225 1,480 0.3% 1,368,349
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.62 101.95 95.12
R3 100.07 98.40 94.15
R2 96.52 96.52 93.82
R1 94.85 94.85 93.50 95.69
PP 92.97 92.97 92.97 93.39
S1 91.30 91.30 92.84 92.14
S2 89.42 89.42 92.52
S3 85.87 87.75 92.19
S4 82.32 84.20 91.22
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 94.65 84.22 10.43 11.2% 3.58 3.8% 86% True False 381,370
10 94.65 83.40 11.25 12.1% 3.16 3.4% 87% True False 275,447
20 94.65 75.15 19.50 20.9% 3.34 3.6% 92% True False 201,744
40 94.65 75.15 19.50 20.9% 3.23 3.5% 92% True False 147,267
60 96.98 75.15 21.83 23.4% 3.42 3.7% 83% False False 124,768
80 101.83 75.15 26.68 28.6% 3.23 3.5% 68% False False 106,077
100 104.20 75.15 29.05 31.2% 3.10 3.3% 62% False False 96,958
120 106.14 75.15 30.99 33.3% 3.19 3.4% 58% False False 89,841
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 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.74
2.618 103.94
1.618 100.39
1.000 98.20
0.618 96.84
HIGH 94.65
0.618 93.29
0.500 92.88
0.382 92.46
LOW 91.10
0.618 88.91
1.000 87.55
1.618 85.36
2.618 81.81
4.250 76.01
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 93.07 92.21
PP 92.97 91.26
S1 92.88 90.30

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

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