NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 79.64 81.48 1.84 2.3% 87.80
High 81.56 84.77 3.21 3.9% 87.99
Low 77.11 80.92 3.81 4.9% 77.55
Close 80.24 84.45 4.21 5.2% 79.85
Range 4.45 3.85 -0.60 -13.5% 10.44
ATR 3.40 3.48 0.08 2.4% 0.00
Volume 311,997 299,725 -12,272 -3.9% 1,656,978
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.93 93.54 86.57
R3 91.08 89.69 85.51
R2 87.23 87.23 85.16
R1 85.84 85.84 84.80 86.54
PP 83.38 83.38 83.38 83.73
S1 81.99 81.99 84.10 82.69
S2 79.53 79.53 83.74
S3 75.68 78.14 83.39
S4 71.83 74.29 82.33
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 12.9% 4.19 5.0% 67% False False 348,313
10 90.31 77.11 13.20 15.6% 3.32 3.9% 56% False False 270,936
20 90.69 77.11 13.58 16.1% 3.14 3.7% 54% False False 181,699
40 96.51 76.61 19.90 23.6% 3.48 4.1% 39% False False 120,143
60 101.39 76.61 24.78 29.3% 3.19 3.8% 32% False False 90,163
80 104.00 76.61 27.39 32.4% 3.03 3.6% 29% False False 72,901
100 105.74 76.61 29.13 34.5% 3.08 3.7% 27% False False 60,461
120 115.57 76.61 38.96 46.1% 3.00 3.6% 20% False False 51,602
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 0.77
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.13
2.618 94.85
1.618 91.00
1.000 88.62
0.618 87.15
HIGH 84.77
0.618 83.30
0.500 82.85
0.382 82.39
LOW 80.92
0.618 78.54
1.000 77.07
1.618 74.69
2.618 70.84
4.250 64.56
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 83.92 83.28
PP 83.38 82.11
S1 82.85 80.94

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

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