NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 82.75 83.05 0.30 0.4% 78.72
High 84.16 86.24 2.08 2.5% 84.16
Low 81.52 83.04 1.52 1.9% 75.15
Close 83.17 85.59 2.42 2.9% 83.17
Range 2.64 3.20 0.56 21.2% 9.01
ATR 3.60 3.57 -0.03 -0.8% 0.00
Volume 149,014 102,313 -46,701 -31.3% 725,088
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 94.56 93.27 87.35
R3 91.36 90.07 86.47
R2 88.16 88.16 86.18
R1 86.87 86.87 85.88 87.52
PP 84.96 84.96 84.96 85.28
S1 83.67 83.67 85.30 84.32
S2 81.76 81.76 85.00
S3 78.56 80.47 84.71
S4 75.36 77.27 83.83
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 107.86 104.52 88.13
R3 98.85 95.51 85.65
R2 89.84 89.84 84.82
R1 86.50 86.50 84.00 88.17
PP 80.83 80.83 80.83 81.66
S1 77.49 77.49 82.34 79.16
S2 71.82 71.82 81.52
S3 62.81 68.48 80.69
S4 53.80 59.47 78.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.24 75.15 11.09 13.0% 3.21 3.7% 94% True False 137,681
10 86.24 75.15 11.09 13.0% 3.63 4.2% 94% True False 121,105
20 90.72 75.15 15.57 18.2% 3.40 4.0% 67% False False 106,980
40 90.96 75.15 15.81 18.5% 3.26 3.8% 66% False False 94,278
60 101.83 75.15 26.68 31.2% 3.31 3.9% 39% False False 84,662
80 101.83 75.15 26.68 31.2% 3.14 3.7% 39% False False 77,886
100 105.14 75.15 29.99 35.0% 3.07 3.6% 35% False False 73,187
120 115.50 75.15 40.35 47.1% 3.19 3.7% 26% False False 68,956
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 0.86
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.84
2.618 94.62
1.618 91.42
1.000 89.44
0.618 88.22
HIGH 86.24
0.618 85.02
0.500 84.64
0.382 84.26
LOW 83.04
0.618 81.06
1.000 79.84
1.618 77.86
2.618 74.66
4.250 69.44
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 85.27 84.64
PP 84.96 83.69
S1 84.64 82.74

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

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