NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 92.59 90.98 -1.61 -1.7% 87.57
High 93.92 94.25 0.33 0.4% 89.69
Low 90.00 90.74 0.74 0.8% 84.22
Close 90.20 93.96 3.76 4.2% 87.40
Range 3.92 3.51 -0.41 -10.5% 5.47
ATR 3.43 3.47 0.04 1.3% 0.00
Volume 391,919 307,473 -84,446 -21.5% 1,368,349
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.51 102.25 95.89
R3 100.00 98.74 94.93
R2 96.49 96.49 94.60
R1 95.23 95.23 94.28 95.86
PP 92.98 92.98 92.98 93.30
S1 91.72 91.72 93.64 92.35
S2 89.47 89.47 93.32
S3 85.96 88.21 92.99
S4 82.45 84.70 92.03
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 85.95 8.70 9.3% 3.76 4.0% 92% False False 379,062
10 94.65 83.98 10.67 11.4% 3.47 3.7% 94% False False 316,154
20 94.65 75.15 19.50 20.8% 3.29 3.5% 96% False False 228,161
40 94.65 75.15 19.50 20.8% 3.30 3.5% 96% False False 158,285
60 94.65 75.15 19.50 20.8% 3.45 3.7% 96% False False 134,470
80 101.83 75.15 26.68 28.4% 3.26 3.5% 71% False False 113,651
100 104.20 75.15 29.05 30.9% 3.14 3.3% 65% False False 103,043
120 106.14 75.15 30.99 33.0% 3.14 3.3% 61% False False 94,212
Crabel Price Patterns
NR True
NR4 True
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 0.69
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.17
2.618 103.44
1.618 99.93
1.000 97.76
0.618 96.42
HIGH 94.25
0.618 92.91
0.500 92.50
0.382 92.08
LOW 90.74
0.618 88.57
1.000 87.23
1.618 85.06
2.618 81.55
4.250 75.82
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 93.47 93.42
PP 92.98 92.87
S1 92.50 92.33

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

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