NYMEX Light Sweet Crude Oil Future May 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 95.02 96.83 1.81 1.9% 93.95
High 97.47 98.36 0.89 0.9% 98.36
Low 94.78 96.83 2.05 2.2% 93.95
Close 97.18 98.33 1.15 1.2% 98.33
Range 2.69 1.53 -1.16 -43.1% 4.41
ATR 2.47 2.40 -0.07 -2.7% 0.00
Volume 15,647 13,113 -2,534 -16.2% 61,712
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 102.43 101.91 99.17
R3 100.90 100.38 98.75
R2 99.37 99.37 98.61
R1 98.85 98.85 98.47 99.11
PP 97.84 97.84 97.84 97.97
S1 97.32 97.32 98.19 97.58
S2 96.31 96.31 98.05
S3 94.78 95.79 97.91
S4 93.25 94.26 97.49
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 110.11 108.63 100.76
R3 105.70 104.22 99.54
R2 101.29 101.29 99.14
R1 99.81 99.81 98.73 100.55
PP 96.88 96.88 96.88 97.25
S1 95.40 95.40 97.93 96.14
S2 92.47 92.47 97.52
S3 88.06 90.99 97.12
S4 83.65 86.58 95.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.36 93.95 4.41 4.5% 1.96 2.0% 99% True False 12,342
10 98.36 88.58 9.78 9.9% 1.90 1.9% 100% True False 12,312
20 98.36 84.95 13.41 13.6% 2.24 2.3% 100% True False 12,550
40 98.36 76.44 21.92 22.3% 2.54 2.6% 100% True False 10,025
60 98.36 76.44 21.92 22.3% 2.32 2.4% 100% True False 8,807
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 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.86
2.618 102.37
1.618 100.84
1.000 99.89
0.618 99.31
HIGH 98.36
0.618 97.78
0.500 97.60
0.382 97.41
LOW 96.83
0.618 95.88
1.000 95.30
1.618 94.35
2.618 92.82
4.250 90.33
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 98.09 97.64
PP 97.84 96.95
S1 97.60 96.27

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

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