NYMEX Light Sweet Crude Oil Future June 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	92.86	92.74	-0.12	-0.1%	87.62
High	93.00	92.99	-0.01	0.0%	93.65
Low	91.54	90.87	-0.67	-0.7%	87.62
Close	92.79	92.58	-0.21	-0.2%	92.79
Range	1.46	2.12	0.66	45.2%	6.03
ATR	2.89	2.83	-0.05	-1.9%	0.00
Volume	37,434	26,281	-11,153	-29.8%	230,891

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.51	97.66	93.75
R3	96.39	95.54	93.16
R2	94.27	94.27	92.97
R1	93.42	93.42	92.77	92.79
PP	92.15	92.15	92.15	91.83
S1	91.30	91.30	92.39	90.67
S2	90.03	90.03	92.19
S3	87.91	89.18	92.00
S4	85.79	87.06	91.41

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.44	107.15	96.11
R3	103.41	101.12	94.45
R2	97.38	97.38	93.90
R1	95.09	95.09	93.34	96.24
PP	91.35	91.35	91.35	91.93
S1	89.06	89.06	92.24	90.21
S2	85.32	85.32	91.68
S3	79.29	83.03	91.13
S4	73.26	77.00	89.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.65	89.60	4.05	4.4%	2.36	2.6%	74%	False	False	46,658
10	93.65	85.00	8.65	9.3%	2.70	2.9%	88%	False	False	34,143
20	93.65	76.65	17.00	18.4%	2.61	2.8%	94%	False	False	29,738

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.00
2.618	98.54
1.618	96.42
1.000	95.11
0.618	94.30
HIGH	92.99
0.618	92.18
0.500	91.93
0.382	91.68
LOW	90.87
0.618	89.56
1.000	88.75
1.618	87.44
2.618	85.32
4.250	81.86

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	92.36	92.45
PP	92.15	92.32
S1	91.93	92.19

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