NYMEX Light Sweet Crude Oil Future April 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 92.66 93.10 0.44 0.5% 88.58
High 93.15 93.17 0.02 0.0% 93.84
Low 91.72 91.10 -0.62 -0.7% 87.95
Close 93.00 92.83 -0.17 -0.2% 93.00
Range 1.43 2.07 0.64 44.8% 5.89
ATR 2.86 2.80 -0.06 -2.0% 0.00
Volume 15,144 12,107 -3,037 -20.1% 113,522
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 98.58 97.77 93.97
R3 96.51 95.70 93.40
R2 94.44 94.44 93.21
R1 93.63 93.63 93.02 93.00
PP 92.37 92.37 92.37 92.05
S1 91.56 91.56 92.64 90.93
S2 90.30 90.30 92.45
S3 88.23 89.49 92.26
S4 86.16 87.42 91.69
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 109.27 107.02 96.24
R3 103.38 101.13 94.62
R2 97.49 97.49 94.08
R1 95.24 95.24 93.54 96.37
PP 91.60 91.60 91.60 92.16
S1 89.35 89.35 92.46 90.48
S2 85.71 85.71 91.92
S3 79.82 83.46 91.38
S4 73.93 77.57 89.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.84 90.00 3.84 4.1% 2.37 2.5% 74% False False 23,139
10 93.84 84.94 8.90 9.6% 2.64 2.8% 89% False False 16,004
20 93.84 76.15 17.69 19.1% 2.56 2.8% 94% False False 13,249
40 93.84 76.15 17.69 19.1% 2.76 3.0% 94% False False 10,389
60 93.84 76.15 17.69 19.1% 2.72 2.9% 94% False False 9,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.97
2.618 98.59
1.618 96.52
1.000 95.24
0.618 94.45
HIGH 93.17
0.618 92.38
0.500 92.14
0.382 91.89
LOW 91.10
0.618 89.82
1.000 89.03
1.618 87.75
2.618 85.68
4.250 82.30
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 92.60 92.69
PP 92.37 92.54
S1 92.14 92.40

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

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