NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 96.81 95.75 -1.06 -1.1% 93.53
High 97.84 98.35 0.51 0.5% 94.93
Low 94.54 95.20 0.66 0.7% 89.17
Close 95.74 97.78 2.04 2.1% 94.26
Range 3.30 3.15 -0.15 -4.5% 5.76
ATR 3.14 3.14 0.00 0.0% 0.00
Volume 408,189 319,023 -89,166 -21.8% 1,331,644
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 106.56 105.32 99.51
R3 103.41 102.17 98.65
R2 100.26 100.26 98.36
R1 99.02 99.02 98.07 99.64
PP 97.11 97.11 97.11 97.42
S1 95.87 95.87 97.49 96.49
S2 93.96 93.96 97.20
S3 90.81 92.72 96.91
S4 87.66 89.57 96.05
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 98.35 92.87 5.48 5.6% 2.65 2.7% 90% True False 311,022
10 98.35 89.17 9.18 9.4% 2.79 2.9% 94% True False 287,171
20 98.35 83.98 14.37 14.7% 3.13 3.2% 96% True False 301,662
40 98.35 75.15 23.20 23.7% 3.27 3.3% 98% True False 208,403
60 98.35 75.15 23.20 23.7% 3.20 3.3% 98% True False 167,546
80 101.83 75.15 26.68 27.3% 3.25 3.3% 85% False False 142,917
100 101.83 75.15 26.68 27.3% 3.13 3.2% 85% False False 125,589
120 105.14 75.15 29.99 30.7% 3.05 3.1% 75% False False 113,872
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 111.74
2.618 106.60
1.618 103.45
1.000 101.50
0.618 100.30
HIGH 98.35
0.618 97.15
0.500 96.78
0.382 96.40
LOW 95.20
0.618 93.25
1.000 92.05
1.618 90.10
2.618 86.95
4.250 81.81
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 97.45 97.34
PP 97.11 96.89
S1 96.78 96.45

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

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