NYMEX Light Sweet Crude Oil Future July 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 92.96 93.73 0.77 0.8% 91.66
High 93.73 95.30 1.57 1.7% 93.73
Low 92.71 93.12 0.41 0.4% 89.40
Close 93.73 95.17 1.44 1.5% 93.73
Range 1.02 2.18 1.16 113.7% 4.33
ATR 2.23 2.22 0.00 -0.2% 0.00
Volume 5,909 2,919 -2,990 -50.6% 25,857
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 101.07 100.30 96.37
R3 98.89 98.12 95.77
R2 96.71 96.71 95.57
R1 95.94 95.94 95.37 96.33
PP 94.53 94.53 94.53 94.72
S1 93.76 93.76 94.97 94.15
S2 92.35 92.35 94.77
S3 90.17 91.58 94.57
S4 87.99 89.40 93.97
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 95.30 89.40 5.90 6.2% 1.12 1.2% 98% True False 4,468
10 95.30 89.40 5.90 6.2% 1.58 1.7% 98% True False 6,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.57
2.618 101.01
1.618 98.83
1.000 97.48
0.618 96.65
HIGH 95.30
0.618 94.47
0.500 94.21
0.382 93.95
LOW 93.12
0.618 91.77
1.000 90.94
1.618 89.59
2.618 87.41
4.250 83.86
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 94.85 94.78
PP 94.53 94.39
S1 94.21 94.01

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

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