NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 95.87 96.81 0.94 1.0% 93.53
High 97.08 97.84 0.76 0.8% 94.93
Low 95.23 94.54 -0.69 -0.7% 89.17
Close 96.80 95.74 -1.06 -1.1% 94.26
Range 1.85 3.30 1.45 78.4% 5.76
ATR 3.12 3.14 0.01 0.4% 0.00
Volume 274,939 408,189 133,250 48.5% 1,331,644
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 105.94 104.14 97.56
R3 102.64 100.84 96.65
R2 99.34 99.34 96.35
R1 97.54 97.54 96.04 96.79
PP 96.04 96.04 96.04 95.67
S1 94.24 94.24 95.44 93.49
S2 92.74 92.74 95.14
S3 89.44 90.94 94.83
S4 86.14 87.64 93.93
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 97.84 90.87 6.97 7.3% 2.77 2.9% 70% True False 304,134
10 97.84 89.17 8.67 9.1% 2.82 2.9% 76% True False 286,016
20 97.84 83.40 14.44 15.1% 3.08 3.2% 85% True False 293,860
40 97.84 75.15 22.69 23.7% 3.25 3.4% 91% True False 202,457
60 97.84 75.15 22.69 23.7% 3.18 3.3% 91% True False 163,395
80 101.83 75.15 26.68 27.9% 3.24 3.4% 77% False False 139,429
100 101.83 75.15 26.68 27.9% 3.12 3.3% 77% False False 122,748
120 105.14 75.15 29.99 31.3% 3.06 3.2% 69% False False 111,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.66
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.87
2.618 106.48
1.618 103.18
1.000 101.14
0.618 99.88
HIGH 97.84
0.618 96.58
0.500 96.19
0.382 95.80
LOW 94.54
0.618 92.50
1.000 91.24
1.618 89.20
2.618 85.90
4.250 80.52
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 96.19 95.67
PP 96.04 95.60
S1 95.89 95.54

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

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