NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	93.10	92.96	-0.14	-0.2%	91.66
High	93.37	93.73	0.36	0.4%	93.73
Low	93.02	92.71	-0.31	-0.3%	89.40
Close	93.09	93.73	0.64	0.7%	93.73
Range	0.35	1.02	0.67	191.4%	4.33
ATR	2.32	2.23	-0.09	-4.0%	0.00
Volume	4,144	5,909	1,765	42.6%	25,857

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.45	96.11	94.29
R3	95.43	95.09	94.01
R2	94.41	94.41	93.92
R1	94.07	94.07	93.82	94.24
PP	93.39	93.39	93.39	93.48
S1	93.05	93.05	93.64	93.22
S2	92.37	92.37	93.54
S3	91.35	92.03	93.45
S4	90.33	91.01	93.17

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.28	103.83	96.11
R3	100.95	99.50	94.92
R2	96.62	96.62	94.52
R1	95.17	95.17	94.13	95.90
PP	92.29	92.29	92.29	92.65
S1	90.84	90.84	93.33	91.57
S2	87.96	87.96	92.94
S3	83.63	86.51	92.54
S4	79.30	82.18	91.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.73	89.40	4.33	4.6%	1.00	1.1%	100%	True	False	5,171
10	93.73	88.18	5.55	5.9%	1.63	1.7%	100%	True	False	6,671

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.47
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.07
2.618	96.40
1.618	95.38
1.000	94.75
0.618	94.36
HIGH	93.73
0.618	93.34
0.500	93.22
0.382	93.10
LOW	92.71
0.618	92.08
1.000	91.69
1.618	91.06
2.618	90.04
4.250	88.38

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	93.56	93.36
PP	93.39	93.00
S1	93.22	92.63

Download as Excel Spreadsheet

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

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