NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 91.74 93.35 1.61 1.8% 92.89
High 93.91 94.41 0.50 0.5% 94.41
Low 90.50 92.80 2.30 2.5% 88.85
Close 93.59 94.09 0.50 0.5% 94.09
Range 3.41 1.61 -1.80 -52.8% 5.56
ATR 3.00 2.90 -0.10 -3.3% 0.00
Volume 27,023 31,261 4,238 15.7% 142,120
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 98.60 97.95 94.98
R3 96.99 96.34 94.53
R2 95.38 95.38 94.39
R1 94.73 94.73 94.24 95.06
PP 93.77 93.77 93.77 93.93
S1 93.12 93.12 93.94 93.45
S2 92.16 92.16 93.79
S3 90.55 91.51 93.65
S4 88.94 89.90 93.20
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 109.13 107.17 97.15
R3 103.57 101.61 95.62
R2 98.01 98.01 95.11
R1 96.05 96.05 94.60 97.03
PP 92.45 92.45 92.45 92.94
S1 90.49 90.49 93.58 91.47
S2 86.89 86.89 93.07
S3 81.33 84.93 92.56
S4 75.77 79.37 91.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.41 88.85 5.56 5.9% 2.58 2.7% 94% True False 28,424
10 94.41 87.40 7.01 7.5% 2.77 2.9% 95% True False 38,019
20 94.41 83.42 10.99 11.7% 2.72 2.9% 97% True False 30,288
40 94.41 75.90 18.51 19.7% 2.89 3.1% 98% True False 23,072
60 94.41 75.90 18.51 19.7% 2.80 3.0% 98% True False 19,056
80 102.81 75.90 26.91 28.6% 2.79 3.0% 68% False False 16,033
100 102.81 75.90 26.91 28.6% 2.58 2.7% 68% False False 13,944
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 0.43
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 101.25
2.618 98.62
1.618 97.01
1.000 96.02
0.618 95.40
HIGH 94.41
0.618 93.79
0.500 93.61
0.382 93.42
LOW 92.80
0.618 91.81
1.000 91.19
1.618 90.20
2.618 88.59
4.250 85.96
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 93.93 93.55
PP 93.77 93.00
S1 93.61 92.46

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

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