NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	90.40	91.53	1.13	1.3%	88.58
High	92.91	93.72	0.81	0.9%	93.84
Low	90.40	90.42	0.02	0.0%	87.95
Close	91.93	93.46	1.53	1.7%	93.00
Range	2.51	3.30	0.79	31.5%	5.89
ATR	2.83	2.86	0.03	1.2%	0.00
Volume	20,526	11,912	-8,614	-42.0%	113,522

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.43	101.25	95.28
R3	99.13	97.95	94.37
R2	95.83	95.83	94.07
R1	94.65	94.65	93.76	95.24
PP	92.53	92.53	92.53	92.83
S1	91.35	91.35	93.16	91.94
S2	89.23	89.23	92.86
S3	85.93	88.05	92.55
S4	82.63	84.75	91.65

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	93.72	89.34	4.38	4.7%	2.33	2.5%	94%	True	False	13,282
10	93.84	86.65	7.19	7.7%	2.60	2.8%	95%	False	False	17,358
20	93.84	81.97	11.87	12.7%	2.54	2.7%	97%	False	False	13,998
40	93.84	76.15	17.69	18.9%	2.77	3.0%	98%	False	False	10,948
60	93.84	76.15	17.69	18.9%	2.65	2.8%	98%	False	False	9,396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	107.75
2.618	102.36
1.618	99.06
1.000	97.02
0.618	95.76
HIGH	93.72
0.618	92.46
0.500	92.07
0.382	91.68
LOW	90.42
0.618	88.38
1.000	87.12
1.618	85.08
2.618	81.78
4.250	76.40

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	93.00	92.82
PP	92.53	92.17
S1	92.07	91.53

Download as Excel Spreadsheet

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

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