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

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

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