NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	95.32	96.50	1.18	1.2%	92.74
High	96.43	96.76	0.33	0.3%	94.06
Low	95.00	94.04	-0.96	-1.0%	88.43
Close	96.29	95.04	-1.25	-1.3%	93.85
Range	1.43	2.72	1.29	90.2%	5.63
ATR	2.71	2.71	0.00	0.0%	0.00
Volume	24,875	31,344	6,469	26.0%	117,425

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.44	101.96	96.54
R3	100.72	99.24	95.79
R2	98.00	98.00	95.54
R1	96.52	96.52	95.29	95.90
PP	95.28	95.28	95.28	94.97
S1	93.80	93.80	94.79	93.18
S2	92.56	92.56	94.54
S3	89.84	91.08	94.29
S4	87.12	88.36	93.54

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	96.76	90.12	6.64	7.0%	2.33	2.4%	74%	True	False	24,663
10	96.76	88.43	8.33	8.8%	2.40	2.5%	79%	True	False	26,531
20	96.76	84.37	12.39	13.0%	2.58	2.7%	86%	True	False	29,238
40	96.76	76.65	20.11	21.2%	2.75	2.9%	91%	True	False	24,997

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	108.32
2.618	103.88
1.618	101.16
1.000	99.48
0.618	98.44
HIGH	96.76
0.618	95.72
0.500	95.40
0.382	95.08
LOW	94.04
0.618	92.36
1.000	91.32
1.618	89.64
2.618	86.92
4.250	82.48

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	95.40	95.02
PP	95.28	95.00
S1	95.16	94.98

Download as Excel Spreadsheet

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

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