NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 95.27 97.10 1.83 1.9% 94.09
High 97.81 98.70 0.89 0.9% 98.70
Low 95.00 97.02 2.02 2.1% 93.19
Close 97.45 98.63 1.18 1.2% 98.63
Range 2.81 1.68 -1.13 -40.2% 5.51
ATR 2.81 2.73 -0.08 -2.9% 0.00
Volume 45,208 30,424 -14,784 -32.7% 171,330
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.16 102.57 99.55
R3 101.48 100.89 99.09
R2 99.80 99.80 98.94
R1 99.21 99.21 98.78 99.51
PP 98.12 98.12 98.12 98.26
S1 97.53 97.53 98.48 97.83
S2 96.44 96.44 98.32
S3 94.76 95.85 98.17
S4 93.08 94.17 97.71
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 113.37 111.51 101.66
R3 107.86 106.00 100.15
R2 102.35 102.35 99.64
R1 100.49 100.49 99.14 101.42
PP 96.84 96.84 96.84 97.31
S1 94.98 94.98 98.12 95.91
S2 91.33 91.33 97.62
S3 85.82 89.47 97.11
S4 80.31 83.96 95.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.70 93.19 5.51 5.6% 2.37 2.4% 99% True False 34,266
10 98.70 88.85 9.85 10.0% 2.48 2.5% 99% True False 31,345
20 98.70 84.69 14.01 14.2% 2.70 2.7% 100% True False 32,919
40 98.70 75.90 22.80 23.1% 2.89 2.9% 100% True False 25,182
60 98.70 75.90 22.80 23.1% 2.74 2.8% 100% True False 21,178
80 102.81 75.90 26.91 27.3% 2.83 2.9% 84% False False 17,864
100 102.81 75.90 26.91 27.3% 2.62 2.7% 84% False False 15,416
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.84
2.618 103.10
1.618 101.42
1.000 100.38
0.618 99.74
HIGH 98.70
0.618 98.06
0.500 97.86
0.382 97.66
LOW 97.02
0.618 95.98
1.000 95.34
1.618 94.30
2.618 92.62
4.250 89.88
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 98.37 97.93
PP 98.12 97.24
S1 97.86 96.54

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

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