NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 91.69 92.59 0.90 1.0% 87.57
High 94.65 93.92 -0.73 -0.8% 89.69
Low 91.10 90.00 -1.10 -1.2% 84.22
Close 93.17 90.20 -2.97 -3.2% 87.40
Range 3.55 3.92 0.37 10.4% 5.47
ATR 3.39 3.43 0.04 1.1% 0.00
Volume 462,225 391,919 -70,306 -15.2% 1,368,349
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.13 100.59 92.36
R3 99.21 96.67 91.28
R2 95.29 95.29 90.92
R1 92.75 92.75 90.56 92.06
PP 91.37 91.37 91.37 91.03
S1 88.83 88.83 89.84 88.14
S2 87.45 87.45 89.48
S3 83.53 84.91 89.12
S4 79.61 80.99 88.04
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.51 100.93 90.41
R3 98.04 95.46 88.90
R2 92.57 92.57 88.40
R1 89.99 89.99 87.90 88.55
PP 87.10 87.10 87.10 86.38
S1 84.52 84.52 86.90 83.08
S2 81.63 81.63 86.40
S3 76.16 79.05 85.90
S4 70.69 73.58 84.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.65 84.22 10.43 11.6% 3.64 4.0% 57% False False 392,276
10 94.65 83.40 11.25 12.5% 3.34 3.7% 60% False False 301,703
20 94.65 75.15 19.50 21.6% 3.33 3.7% 77% False False 217,716
40 94.65 75.15 19.50 21.6% 3.26 3.6% 77% False False 154,595
60 94.97 75.15 19.82 22.0% 3.44 3.8% 76% False False 130,275
80 101.83 75.15 26.68 29.6% 3.24 3.6% 56% False False 110,334
100 104.20 75.15 29.05 32.2% 3.12 3.5% 52% False False 100,299
120 106.14 75.15 30.99 34.4% 3.15 3.5% 49% False False 92,332
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 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.58
2.618 104.18
1.618 100.26
1.000 97.84
0.618 96.34
HIGH 93.92
0.618 92.42
0.500 91.96
0.382 91.50
LOW 90.00
0.618 87.58
1.000 86.08
1.618 83.66
2.618 79.74
4.250 73.34
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 91.96 90.83
PP 91.37 90.62
S1 90.79 90.41

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

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