NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 93.75 93.42 -0.33 -0.4% 87.42
High 93.80 93.55 -0.25 -0.3% 94.22
Low 91.98 91.27 -0.71 -0.8% 87.14
Close 93.24 93.08 -0.16 -0.2% 93.24
Range 1.82 2.28 0.46 25.3% 7.08
ATR 3.23 3.16 -0.07 -2.1% 0.00
Volume 94,415 81,869 -12,546 -13.3% 632,464
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.47 98.56 94.33
R3 97.19 96.28 93.71
R2 94.91 94.91 93.50
R1 94.00 94.00 93.29 93.32
PP 92.63 92.63 92.63 92.29
S1 91.72 91.72 92.87 91.04
S2 90.35 90.35 92.66
S3 88.07 89.44 92.45
S4 85.79 87.16 91.83
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 112.77 110.09 97.13
R3 105.69 103.01 95.19
R2 98.61 98.61 94.54
R1 95.93 95.93 93.89 97.27
PP 91.53 91.53 91.53 92.21
S1 88.85 88.85 92.59 90.19
S2 84.45 84.45 91.94
S3 77.37 81.77 91.29
S4 70.29 74.69 89.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.22 89.99 4.23 4.5% 2.88 3.1% 73% False False 129,716
10 94.22 84.38 9.84 10.6% 3.17 3.4% 88% False False 92,835
20 94.22 75.35 18.87 20.3% 2.97 3.2% 94% False False 76,069
40 94.22 75.35 18.87 20.3% 3.14 3.4% 94% False False 53,772
60 94.22 75.35 18.87 20.3% 3.17 3.4% 94% False False 42,093
80 102.12 75.35 26.77 28.8% 3.03 3.3% 66% False False 33,834
100 104.09 75.35 28.74 30.9% 2.88 3.1% 62% False False 28,928
120 105.30 75.35 29.95 32.2% 2.79 3.0% 59% False False 25,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.24
2.618 99.52
1.618 97.24
1.000 95.83
0.618 94.96
HIGH 93.55
0.618 92.68
0.500 92.41
0.382 92.14
LOW 91.27
0.618 89.86
1.000 88.99
1.618 87.58
2.618 85.30
4.250 81.58
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 92.86 92.88
PP 92.63 92.68
S1 92.41 92.49

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

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