NYMEX Light Sweet Crude Oil Future June 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	92.92	93.85	0.93	1.0%	92.74
High	94.06	95.73	1.67	1.8%	94.06
Low	92.49	93.19	0.70	0.8%	88.43
Close	93.85	95.26	1.41	1.5%	93.85
Range	1.57	2.54	0.97	61.8%	5.63
ATR	2.83	2.81	-0.02	-0.7%	0.00
Volume	24,871	19,243	-5,628	-22.6%	117,425

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.35	101.34	96.66
R3	99.81	98.80	95.96
R2	97.27	97.27	95.73
R1	96.26	96.26	95.49	96.77
PP	94.73	94.73	94.73	94.98
S1	93.72	93.72	95.03	94.23
S2	92.19	92.19	94.79
S3	89.65	91.18	94.56
S4	87.11	88.64	93.86

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.00	107.06	96.95
R3	103.37	101.43	95.40
R2	97.74	97.74	94.88
R1	95.80	95.80	94.37	96.77
PP	92.11	92.11	92.11	92.60
S1	90.17	90.17	93.33	91.14
S2	86.48	86.48	92.82
S3	80.85	84.54	92.30
S4	75.22	78.91	90.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.73	88.43	7.30	7.7%	2.67	2.8%	94%	True	False	22,077
10	95.73	88.43	7.30	7.7%	2.52	2.6%	94%	True	False	34,367
20	95.73	84.37	11.36	11.9%	2.59	2.7%	96%	True	False	29,100
40	95.73	76.65	19.08	20.0%	2.75	2.9%	98%	True	False	24,600

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	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.53
2.618	102.38
1.618	99.84
1.000	98.27
0.618	97.30
HIGH	95.73
0.618	94.76
0.500	94.46
0.382	94.16
LOW	93.19
0.618	91.62
1.000	90.65
1.618	89.08
2.618	86.54
4.250	82.40

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	94.99	94.48
PP	94.73	93.70
S1	94.46	92.93

Download as Excel Spreadsheet

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

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