NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	92.89	92.27	-0.62	-0.7%	87.48
High	93.18	92.53	-0.65	-0.7%	93.98
Low	91.15	88.85	-2.30	-2.5%	87.40
Close	92.92	91.78	-1.14	-1.2%	93.09
Range	2.03	3.68	1.65	81.3%	6.58
ATR	2.95	3.03	0.08	2.7%	0.00
Volume	23,542	20,133	-3,409	-14.5%	238,073

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.09	100.62	93.80
R3	98.41	96.94	92.79
R2	94.73	94.73	92.45
R1	93.26	93.26	92.12	92.16
PP	91.05	91.05	91.05	90.50
S1	89.58	89.58	91.44	88.48
S2	87.37	87.37	91.11
S3	83.69	85.90	90.77
S4	80.01	82.22	89.76

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.23	108.74	96.71
R3	104.65	102.16	94.90
R2	98.07	98.07	94.30
R1	95.58	95.58	93.69	96.83
PP	91.49	91.49	91.49	92.11
S1	89.00	89.00	92.49	90.25
S2	84.91	84.91	91.88
S3	78.33	82.42	91.28
S4	71.75	75.84	89.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.98	88.85	5.13	5.6%	2.74	3.0%	57%	False	True	37,234
10	93.98	84.69	9.29	10.1%	2.95	3.2%	76%	False	False	34,812
20	93.98	77.76	16.22	17.7%	2.80	3.0%	86%	False	False	28,484
40	93.98	75.90	18.08	19.7%	2.91	3.2%	88%	False	False	21,564
60	93.98	75.90	18.08	19.7%	2.91	3.2%	88%	False	False	17,932
80	102.81	75.90	26.91	29.3%	2.80	3.1%	59%	False	False	15,055

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	108.17
2.618	102.16
1.618	98.48
1.000	96.21
0.618	94.80
HIGH	92.53
0.618	91.12
0.500	90.69
0.382	90.26
LOW	88.85
0.618	86.58
1.000	85.17
1.618	82.90
2.618	79.22
4.250	73.21

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	91.42	91.58
PP	91.05	91.38
S1	90.69	91.18

Download as Excel Spreadsheet

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

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