NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 76.62 78.45 1.83 2.4% 79.80
High 78.59 80.04 1.45 1.8% 85.00
Low 75.15 77.13 1.98 2.6% 77.38
Close 75.87 79.83 3.96 5.2% 79.33
Range 3.44 2.91 -0.53 -15.4% 7.62
ATR 3.62 3.66 0.04 1.1% 0.00
Volume 148,790 112,663 -36,127 -24.3% 470,210
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 87.73 86.69 81.43
R3 84.82 83.78 80.63
R2 81.91 81.91 80.36
R1 80.87 80.87 80.10 81.39
PP 79.00 79.00 79.00 79.26
S1 77.96 77.96 79.56 78.48
S2 76.09 76.09 79.30
S3 73.18 75.05 79.03
S4 70.27 72.14 78.23
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.43 99.00 83.52
R3 95.81 91.38 81.43
R2 88.19 88.19 80.73
R1 83.76 83.76 80.03 82.17
PP 80.57 80.57 80.57 79.77
S1 76.14 76.14 78.63 74.55
S2 72.95 72.95 77.93
S3 65.33 68.52 77.23
S4 57.71 60.90 75.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.20 75.15 9.05 11.3% 3.75 4.7% 52% False False 126,148
10 85.25 75.15 10.10 12.7% 4.06 5.1% 46% False False 112,741
20 90.72 75.15 15.57 19.5% 3.39 4.2% 30% False False 100,016
40 90.96 75.15 15.81 19.8% 3.31 4.1% 30% False False 91,667
60 101.83 75.15 26.68 33.4% 3.29 4.1% 18% False False 80,564
80 101.83 75.15 26.68 33.4% 3.14 3.9% 18% False False 74,955
100 105.14 75.15 29.99 37.6% 3.05 3.8% 16% False False 70,239
120 115.50 75.15 40.35 50.5% 3.18 4.0% 12% False False 66,453
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.01
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 92.41
2.618 87.66
1.618 84.75
1.000 82.95
0.618 81.84
HIGH 80.04
0.618 78.93
0.500 78.59
0.382 78.24
LOW 77.13
0.618 75.33
1.000 74.22
1.618 72.42
2.618 69.51
4.250 64.76
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 79.42 79.09
PP 79.00 78.34
S1 78.59 77.60

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

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