NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 94.40 95.87 1.47 1.6% 93.53
High 96.11 97.08 0.97 1.0% 94.93
Low 93.23 95.23 2.00 2.1% 89.17
Close 95.52 96.80 1.28 1.3% 94.26
Range 2.88 1.85 -1.03 -35.8% 5.76
ATR 3.22 3.12 -0.10 -3.0% 0.00
Volume 282,837 274,939 -7,898 -2.8% 1,331,644
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 101.92 101.21 97.82
R3 100.07 99.36 97.31
R2 98.22 98.22 97.14
R1 97.51 97.51 96.97 97.87
PP 96.37 96.37 96.37 96.55
S1 95.66 95.66 96.63 96.02
S2 94.52 94.52 96.46
S3 92.67 93.81 96.29
S4 90.82 91.96 95.78
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 110.07 107.92 97.43
R3 104.31 102.16 95.84
R2 98.55 98.55 95.32
R1 96.40 96.40 94.79 97.48
PP 92.79 92.79 92.79 93.32
S1 90.64 90.64 93.73 91.72
S2 87.03 87.03 93.20
S3 81.27 84.88 92.68
S4 75.51 79.12 91.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.08 90.87 6.21 6.4% 2.67 2.8% 95% True False 272,560
10 97.08 89.17 7.91 8.2% 2.89 3.0% 96% True False 284,389
20 97.08 83.40 13.68 14.1% 3.02 3.1% 98% True False 279,918
40 97.08 75.15 21.93 22.7% 3.21 3.3% 99% True False 194,478
60 97.08 75.15 21.93 22.7% 3.16 3.3% 99% True False 157,596
80 101.83 75.15 26.68 27.6% 3.23 3.3% 81% False False 134,840
100 101.83 75.15 26.68 27.6% 3.11 3.2% 81% False False 119,322
120 105.14 75.15 29.99 31.0% 3.06 3.2% 72% False False 108,436
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 0.69
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 104.94
2.618 101.92
1.618 100.07
1.000 98.93
0.618 98.22
HIGH 97.08
0.618 96.37
0.500 96.16
0.382 95.94
LOW 95.23
0.618 94.09
1.000 93.38
1.618 92.24
2.618 90.39
4.250 87.37
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 96.59 96.19
PP 96.37 95.58
S1 96.16 94.98

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

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