NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	92.20	93.10	0.90	1.0%	88.98
High	92.20	93.37	1.17	1.3%	93.31
Low	91.53	93.02	1.49	1.6%	88.18
Close	91.57	93.09	1.52	1.7%	92.68
Range	0.67	0.35	-0.32	-47.8%	5.13
ATR	2.36	2.32	-0.04	-1.7%	0.00
Volume	6,003	4,144	-1,859	-31.0%	40,855

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.21	94.00	93.28
R3	93.86	93.65	93.19
R2	93.51	93.51	93.15
R1	93.30	93.30	93.12	93.23
PP	93.16	93.16	93.16	93.13
S1	92.95	92.95	93.06	92.88
S2	92.81	92.81	93.03
S3	92.46	92.60	92.99
S4	92.11	92.25	92.90

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.78	104.86	95.50
R3	101.65	99.73	94.09
R2	96.52	96.52	93.62
R1	94.60	94.60	93.15	95.56
PP	91.39	91.39	91.39	91.87
S1	89.47	89.47	92.21	90.43
S2	86.26	86.26	91.74
S3	81.13	84.34	91.27
S4	76.00	79.21	89.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.37	89.40	3.97	4.3%	1.05	1.1%	93%	True	False	5,270
10	93.37	86.96	6.41	6.9%	1.79	1.9%	96%	True	False	6,386

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.45
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	94.86
2.618	94.29
1.618	93.94
1.000	93.72
0.618	93.59
HIGH	93.37
0.618	93.24
0.500	93.20
0.382	93.15
LOW	93.02
0.618	92.80
1.000	92.67
1.618	92.45
2.618	92.10
4.250	91.53

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	93.20	92.52
PP	93.16	91.95
S1	93.13	91.39

Download as Excel Spreadsheet

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

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