NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	93.75	93.42	-0.33	-0.4%	87.42
High	93.80	93.55	-0.25	-0.3%	94.22
Low	91.98	91.27	-0.71	-0.8%	87.14
Close	93.24	93.08	-0.16	-0.2%	93.24
Range	1.82	2.28	0.46	25.3%	7.08
ATR	3.23	3.16	-0.07	-2.1%	0.00
Volume	94,415	81,869	-12,546	-13.3%	632,464

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.47	98.56	94.33
R3	97.19	96.28	93.71
R2	94.91	94.91	93.50
R1	94.00	94.00	93.29	93.32
PP	92.63	92.63	92.63	92.29
S1	91.72	91.72	92.87	91.04
S2	90.35	90.35	92.66
S3	88.07	89.44	92.45
S4	85.79	87.16	91.83

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.77	110.09	97.13
R3	105.69	103.01	95.19
R2	98.61	98.61	94.54
R1	95.93	95.93	93.89	97.27
PP	91.53	91.53	91.53	92.21
S1	88.85	88.85	92.59	90.19
S2	84.45	84.45	91.94
S3	77.37	81.77	91.29
S4	70.29	74.69	89.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.22	89.99	4.23	4.5%	2.88	3.1%	73%	False	False	129,716
10	94.22	84.38	9.84	10.6%	3.17	3.4%	88%	False	False	92,835
20	94.22	75.35	18.87	20.3%	2.97	3.2%	94%	False	False	76,069
40	94.22	75.35	18.87	20.3%	3.14	3.4%	94%	False	False	53,772
60	94.22	75.35	18.87	20.3%	3.17	3.4%	94%	False	False	42,093
80	102.12	75.35	26.77	28.8%	3.03	3.3%	66%	False	False	33,834
100	104.09	75.35	28.74	30.9%	2.88	3.1%	62%	False	False	28,928
120	105.30	75.35	29.95	32.2%	2.79	3.0%	59%	False	False	25,227

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.24
2.618	99.52
1.618	97.24
1.000	95.83
0.618	94.96
HIGH	93.55
0.618	92.68
0.500	92.41
0.382	92.14
LOW	91.27
0.618	89.86
1.000	88.99
1.618	87.58
2.618	85.30
4.250	81.58

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	92.86	92.88
PP	92.63	92.68
S1	92.41	92.49

Download as Excel Spreadsheet

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

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