NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	92.48	90.26	-2.22	-2.4%	88.75
High	92.94	90.98	-1.96	-2.1%	93.62
Low	91.28	88.58	-2.70	-3.0%	88.04
Close	92.71	91.52	-1.19	-1.3%	92.90
Range	1.66	2.40	0.74	44.6%	5.58
ATR	2.68	2.78	0.10	3.9%	0.00
Volume	12,506	6,044	-6,462	-51.7%	89,161

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.56	96.94	92.84
R3	95.16	94.54	92.18
R2	92.76	92.76	91.96
R1	92.14	92.14	91.74	92.45
PP	90.36	90.36	90.36	90.52
S1	89.74	89.74	91.30	90.05
S2	87.96	87.96	91.08
S3	85.56	87.34	90.86
S4	83.16	84.94	90.20

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.26	106.16	95.97
R3	102.68	100.58	94.43
R2	97.10	97.10	93.92
R1	95.00	95.00	93.41	96.05
PP	91.52	91.52	91.52	92.05
S1	89.42	89.42	92.39	90.47
S2	85.94	85.94	91.88
S3	80.36	83.84	91.37
S4	74.78	78.26	89.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.62	88.58	5.04	5.5%	2.23	2.4%	58%	False	True	14,819
10	93.62	84.95	8.67	9.5%	2.51	2.7%	76%	False	False	12,885
20	93.62	78.34	15.28	16.7%	2.47	2.7%	86%	False	False	11,298
40	93.62	76.44	17.18	18.8%	2.53	2.8%	88%	False	False	8,816

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	0.62
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.18
2.618	97.26
1.618	94.86
1.000	93.38
0.618	92.46
HIGH	90.98
0.618	90.06
0.500	89.78
0.382	89.50
LOW	88.58
0.618	87.10
1.000	86.18
1.618	84.70
2.618	82.30
4.250	78.38

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	90.94	91.30
PP	90.36	91.08
S1	89.78	90.86

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols