NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 86.20 88.26 2.06 2.4% 82.75
High 89.03 89.51 0.48 0.5% 87.40
Low 85.55 85.87 0.32 0.4% 82.75
Close 88.34 86.11 -2.23 -2.5% 86.80
Range 3.48 3.64 0.16 4.6% 4.65
ATR 3.28 3.30 0.03 0.8% 0.00
Volume 192,940 80,982 -111,958 -58.0% 1,383,654
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 98.08 95.74 88.11
R3 94.44 92.10 87.11
R2 90.80 90.80 86.78
R1 88.46 88.46 86.44 87.81
PP 87.16 87.16 87.16 86.84
S1 84.82 84.82 85.78 84.17
S2 83.52 83.52 85.44
S3 79.88 81.18 85.11
S4 76.24 77.54 84.11
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 89.51 83.17 6.34 7.4% 3.05 3.5% 46% True False 210,959
10 89.51 79.08 10.43 12.1% 2.98 3.5% 67% True False 257,244
20 89.51 74.95 14.56 16.9% 3.49 4.1% 77% True False 303,692
40 90.69 74.95 15.74 18.3% 3.13 3.6% 71% False False 212,555
60 100.33 74.95 25.38 29.5% 3.37 3.9% 44% False False 159,123
80 101.39 74.95 26.44 30.7% 3.15 3.7% 42% False False 126,470
100 104.85 74.95 29.90 34.7% 3.05 3.5% 37% False False 104,880
120 115.57 74.95 40.62 47.2% 3.16 3.7% 27% False False 89,074
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.98
2.618 99.04
1.618 95.40
1.000 93.15
0.618 91.76
HIGH 89.51
0.618 88.12
0.500 87.69
0.382 87.26
LOW 85.87
0.618 83.62
1.000 82.23
1.618 79.98
2.618 76.34
4.250 70.40
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 87.69 87.53
PP 87.16 87.06
S1 86.64 86.58

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

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