NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 87.48 86.20 -1.28 -1.5% 82.75
High 88.18 89.03 0.85 1.0% 87.40
Low 85.88 85.55 -0.33 -0.4% 82.75
Close 86.38 88.34 1.96 2.3% 86.80
Range 2.30 3.48 1.18 51.3% 4.65
ATR 3.26 3.28 0.02 0.5% 0.00
Volume 205,133 192,940 -12,193 -5.9% 1,383,654
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 98.08 96.69 90.25
R3 94.60 93.21 89.30
R2 91.12 91.12 88.98
R1 89.73 89.73 88.66 90.43
PP 87.64 87.64 87.64 87.99
S1 86.25 86.25 88.02 86.95
S2 84.16 84.16 87.70
S3 80.68 82.77 87.38
S4 77.20 79.29 86.43
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.60 97.85 89.36
R3 94.95 93.20 88.08
R2 90.30 90.30 87.65
R1 88.55 88.55 87.23 89.43
PP 85.65 85.65 85.65 86.09
S1 83.90 83.90 86.37 84.78
S2 81.00 81.00 85.95
S3 76.35 79.25 85.52
S4 71.70 74.60 84.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.03 83.17 5.86 6.6% 2.74 3.1% 88% True False 246,279
10 89.03 76.94 12.09 13.7% 2.91 3.3% 94% True False 281,134
20 89.03 74.95 14.08 15.9% 3.47 3.9% 95% True False 313,907
40 90.69 74.95 15.74 17.8% 3.12 3.5% 85% False False 212,156
60 101.39 74.95 26.44 29.9% 3.35 3.8% 51% False False 158,346
80 101.39 74.95 26.44 29.9% 3.13 3.5% 51% False False 125,921
100 104.85 74.95 29.90 33.8% 3.03 3.4% 45% False False 104,259
120 115.57 74.95 40.62 46.0% 3.14 3.6% 33% False False 88,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.82
2.618 98.14
1.618 94.66
1.000 92.51
0.618 91.18
HIGH 89.03
0.618 87.70
0.500 87.29
0.382 86.88
LOW 85.55
0.618 83.40
1.000 82.07
1.618 79.92
2.618 76.44
4.250 70.76
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 87.99 87.69
PP 87.64 87.05
S1 87.29 86.40

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

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