NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 80.40 79.64 -0.76 -0.9% 87.80
High 81.81 81.56 -0.25 -0.3% 87.99
Low 77.55 77.11 -0.44 -0.6% 77.55
Close 79.85 80.24 0.39 0.5% 79.85
Range 4.26 4.45 0.19 4.5% 10.44
ATR 3.32 3.40 0.08 2.4% 0.00
Volume 400,428 311,997 -88,431 -22.1% 1,656,978
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 92.99 91.06 82.69
R3 88.54 86.61 81.46
R2 84.09 84.09 81.06
R1 82.16 82.16 80.65 83.13
PP 79.64 79.64 79.64 80.12
S1 77.71 77.71 79.83 78.68
S2 75.19 75.19 79.42
S3 70.74 73.26 79.02
S4 66.29 68.81 77.79
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.12 106.92 85.59
R3 102.68 96.48 82.72
R2 92.24 92.24 81.76
R1 86.04 86.04 80.81 83.92
PP 81.80 81.80 81.80 80.74
S1 75.60 75.60 78.89 73.48
S2 71.36 71.36 77.94
S3 60.92 65.16 76.98
S4 50.48 54.72 74.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.99 77.11 10.88 13.6% 3.91 4.9% 29% False True 339,293
10 90.60 77.11 13.49 16.8% 3.20 4.0% 23% False True 254,792
20 90.69 77.11 13.58 16.9% 3.07 3.8% 23% False True 168,675
40 99.35 76.61 22.74 28.3% 3.51 4.4% 16% False False 113,417
60 101.39 76.61 24.78 30.9% 3.16 3.9% 15% False False 85,520
80 104.00 76.61 27.39 34.1% 3.01 3.8% 13% False False 69,304
100 109.93 76.61 33.32 41.5% 3.15 3.9% 11% False False 57,558
120 115.57 76.61 38.96 48.6% 2.98 3.7% 9% False False 49,156
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
4.250 100.47
2.618 93.21
1.618 88.76
1.000 86.01
0.618 84.31
HIGH 81.56
0.618 79.86
0.500 79.34
0.382 78.81
LOW 77.11
0.618 74.36
1.000 72.66
1.618 69.91
2.618 65.46
4.250 58.20
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 79.94 81.06
PP 79.64 80.78
S1 79.34 80.51

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

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