NYMEX Light Sweet Crude Oil Future December 2011


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 91.60 92.99 1.39 1.5% 87.05
High 93.79 94.61 0.82 0.9% 94.65
Low 90.97 90.87 -0.10 -0.1% 87.00
Close 92.51 94.07 1.56 1.7% 93.32
Range 2.82 3.74 0.92 32.6% 7.65
ATR 3.31 3.34 0.03 0.9% 0.00
Volume 250,322 284,580 34,258 13.7% 1,877,449
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 104.40 102.98 96.13
R3 100.66 99.24 95.10
R2 96.92 96.92 94.76
R1 95.50 95.50 94.41 96.21
PP 93.18 93.18 93.18 93.54
S1 91.76 91.76 93.73 92.47
S2 89.44 89.44 93.38
S3 85.70 88.02 93.04
S4 81.96 84.28 92.01
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 114.61 111.61 97.53
R3 106.96 103.96 95.42
R2 99.31 99.31 94.72
R1 96.31 96.31 94.02 97.81
PP 91.66 91.66 91.66 92.41
S1 88.66 88.66 92.62 90.16
S2 84.01 84.01 91.92
S3 76.36 81.01 91.22
S4 68.71 73.36 89.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.61 89.17 5.44 5.8% 2.93 3.1% 90% True False 263,321
10 94.65 85.95 8.70 9.2% 3.34 3.6% 93% False False 321,191
20 94.65 81.52 13.13 14.0% 3.11 3.3% 96% False False 258,601
40 94.65 75.15 19.50 20.7% 3.30 3.5% 97% False False 180,963
60 94.65 75.15 19.50 20.7% 3.24 3.4% 97% False False 148,467
80 101.83 75.15 26.68 28.4% 3.26 3.5% 71% False False 126,514
100 101.83 75.15 26.68 28.4% 3.15 3.3% 71% False False 112,747
120 105.14 75.15 29.99 31.9% 3.07 3.3% 63% False False 102,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 110.51
2.618 104.40
1.618 100.66
1.000 98.35
0.618 96.92
HIGH 94.61
0.618 93.18
0.500 92.74
0.382 92.30
LOW 90.87
0.618 88.56
1.000 87.13
1.618 84.82
2.618 81.08
4.250 74.98
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 93.63 93.34
PP 93.18 92.62
S1 92.74 91.89

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

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