NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 93.07 94.02 0.95 1.0% 93.10
High 94.16 95.62 1.46 1.6% 94.16
Low 92.73 93.48 0.75 0.8% 89.34
Close 94.02 95.36 1.34 1.4% 94.02
Range 1.43 2.14 0.71 49.7% 4.82
ATR 2.76 2.71 -0.04 -1.6% 0.00
Volume 15,409 10,286 -5,123 -33.2% 66,678
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 101.24 100.44 96.54
R3 99.10 98.30 95.95
R2 96.96 96.96 95.75
R1 96.16 96.16 95.56 96.56
PP 94.82 94.82 94.82 95.02
S1 94.02 94.02 95.16 94.42
S2 92.68 92.68 94.97
S3 90.54 91.88 94.77
S4 88.40 89.74 94.18
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 106.97 105.31 96.67
R3 102.15 100.49 95.35
R2 97.33 97.33 94.90
R1 95.67 95.67 94.46 96.50
PP 92.51 92.51 92.51 92.92
S1 90.85 90.85 93.58 91.68
S2 87.69 87.69 93.14
S3 82.87 86.03 92.69
S4 78.05 81.21 91.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.62 89.34 6.28 6.6% 2.35 2.5% 96% True False 12,971
10 95.62 89.34 6.28 6.6% 2.36 2.5% 96% True False 18,055
20 95.62 84.22 11.40 12.0% 2.47 2.6% 98% True False 14,497
40 95.62 76.15 19.47 20.4% 2.69 2.8% 99% True False 11,123
60 95.62 76.15 19.47 20.4% 2.62 2.7% 99% True False 9,555
80 102.67 76.15 26.52 27.8% 2.58 2.7% 72% False False 8,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.72
2.618 101.22
1.618 99.08
1.000 97.76
0.618 96.94
HIGH 95.62
0.618 94.80
0.500 94.55
0.382 94.30
LOW 93.48
0.618 92.16
1.000 91.34
1.618 90.02
2.618 87.88
4.250 84.39
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 95.09 94.58
PP 94.82 93.80
S1 94.55 93.02

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

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