NYMEX Light Sweet Crude Oil Future June 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	92.74	91.83	-0.91	-1.0%	87.62
High	92.99	91.83	-1.16	-1.2%	93.65
Low	90.87	88.43	-2.44	-2.7%	87.62
Close	92.58	91.39	-1.19	-1.3%	92.79
Range	2.12	3.40	1.28	60.4%	6.03
ATR	2.83	2.93	0.09	3.3%	0.00
Volume	26,281	15,684	-10,597	-40.3%	230,891

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.75	99.47	93.26
R3	97.35	96.07	92.33
R2	93.95	93.95	92.01
R1	92.67	92.67	91.70	91.61
PP	90.55	90.55	90.55	90.02
S1	89.27	89.27	91.08	88.21
S2	87.15	87.15	90.77
S3	83.75	85.87	90.46
S4	80.35	82.47	89.52

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	88.43	5.22	5.7%	2.58	2.8%	57%	False	True	36,295
10	93.65	85.00	8.65	9.5%	2.73	3.0%	74%	False	False	34,054
20	93.65	78.63	15.02	16.4%	2.64	2.9%	85%	False	False	29,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	106.28
2.618	100.73
1.618	97.33
1.000	95.23
0.618	93.93
HIGH	91.83
0.618	90.53
0.500	90.13
0.382	89.73
LOW	88.43
0.618	86.33
1.000	85.03
1.618	82.93
2.618	79.53
4.250	73.98

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	90.97	91.17
PP	90.55	90.94
S1	90.13	90.72

Download as Excel Spreadsheet

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

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