NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 92.41 91.32 -1.09 -1.2% 87.42
High 92.73 93.60 0.87 0.9% 94.22
Low 89.05 90.91 1.86 2.1% 87.14
Close 92.05 92.35 0.30 0.3% 93.24
Range 3.68 2.69 -0.99 -26.9% 7.08
ATR 3.22 3.18 -0.04 -1.2% 0.00
Volume 43,846 88,060 44,214 100.8% 632,464
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 100.36 99.04 93.83
R3 97.67 96.35 93.09
R2 94.98 94.98 92.84
R1 93.66 93.66 92.60 94.32
PP 92.29 92.29 92.29 92.62
S1 90.97 90.97 92.10 91.63
S2 89.60 89.60 91.86
S3 86.91 88.28 91.61
S4 84.22 85.59 90.87
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 94.16 89.05 5.11 5.5% 2.76 3.0% 65% False False 84,268
10 94.22 84.38 9.84 10.7% 3.11 3.4% 81% False False 96,025
20 94.22 79.36 14.86 16.1% 3.00 3.2% 87% False False 78,189
40 94.22 75.35 18.87 20.4% 3.12 3.4% 90% False False 56,235
60 94.22 75.35 18.87 20.4% 3.09 3.4% 90% False False 43,758
80 102.12 75.35 26.77 29.0% 3.05 3.3% 64% False False 35,218
100 102.12 75.35 26.77 29.0% 2.89 3.1% 64% False False 29,982
120 105.30 75.35 29.95 32.4% 2.79 3.0% 57% False False 26,202
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.03
2.618 100.64
1.618 97.95
1.000 96.29
0.618 95.26
HIGH 93.60
0.618 92.57
0.500 92.26
0.382 91.94
LOW 90.91
0.618 89.25
1.000 88.22
1.618 86.56
2.618 83.87
4.250 79.48
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 92.32 92.01
PP 92.29 91.67
S1 92.26 91.33

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

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