NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 92.79 94.00 1.21 1.3% 93.42
High 94.42 94.75 0.33 0.3% 94.75
Low 90.76 92.79 2.03 2.2% 89.05
Close 93.91 94.19 0.28 0.3% 94.19
Range 3.66 1.96 -1.70 -46.4% 5.70
ATR 3.22 3.13 -0.09 -2.8% 0.00
Volume 64,285 75,618 11,333 17.6% 353,678
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 99.79 98.95 95.27
R3 97.83 96.99 94.73
R2 95.87 95.87 94.55
R1 95.03 95.03 94.37 95.45
PP 93.91 93.91 93.91 94.12
S1 93.07 93.07 94.01 93.49
S2 91.95 91.95 93.83
S3 89.99 91.11 93.65
S4 88.03 89.15 93.11
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 109.76 107.68 97.33
R3 104.06 101.98 95.76
R2 98.36 98.36 95.24
R1 96.28 96.28 94.71 97.32
PP 92.66 92.66 92.66 93.19
S1 90.58 90.58 93.67 91.62
S2 86.96 86.96 93.15
S3 81.26 84.88 92.62
S4 75.56 79.18 91.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.75 89.05 5.70 6.1% 2.85 3.0% 90% True False 70,735
10 94.75 87.14 7.61 8.1% 3.10 3.3% 93% True False 98,614
20 94.75 83.12 11.63 12.3% 2.96 3.1% 95% True False 79,087
40 94.75 75.35 19.40 20.6% 3.13 3.3% 97% True False 58,183
60 94.75 75.35 19.40 20.6% 3.06 3.2% 97% True False 45,490
80 102.12 75.35 26.77 28.4% 3.04 3.2% 70% False False 36,715
100 102.12 75.35 26.77 28.4% 2.87 3.0% 70% False False 31,173
120 105.30 75.35 29.95 31.8% 2.80 3.0% 63% False False 27,309
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.54
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.08
2.618 99.88
1.618 97.92
1.000 96.71
0.618 95.96
HIGH 94.75
0.618 94.00
0.500 93.77
0.382 93.54
LOW 92.79
0.618 91.58
1.000 90.83
1.618 89.62
2.618 87.66
4.250 84.46
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 94.05 93.71
PP 93.91 93.23
S1 93.77 92.76

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

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