NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 93.38 92.35 -1.03 -1.1% 87.36
High 93.42 92.58 -0.84 -0.9% 94.04
Low 91.20 88.96 -2.24 -2.5% 87.28
Close 92.99 91.91 -1.08 -1.2% 93.17
Range 2.22 3.62 1.40 63.1% 6.76
ATR 3.04 3.11 0.07 2.3% 0.00
Volume 30,192 20,637 -9,555 -31.6% 306,739
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 102.01 100.58 93.90
R3 98.39 96.96 92.91
R2 94.77 94.77 92.57
R1 93.34 93.34 92.24 92.25
PP 91.15 91.15 91.15 90.60
S1 89.72 89.72 91.58 88.63
S2 87.53 87.53 91.25
S3 83.91 86.10 90.91
S4 80.29 82.48 89.92
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 111.78 109.23 96.89
R3 105.02 102.47 95.03
R2 98.26 98.26 94.41
R1 95.71 95.71 93.79 96.99
PP 91.50 91.50 91.50 92.13
S1 88.95 88.95 92.55 90.23
S2 84.74 84.74 91.93
S3 77.98 82.19 91.31
S4 71.22 75.43 89.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.04 88.96 5.08 5.5% 2.80 3.0% 58% False True 47,617
10 94.04 84.57 9.47 10.3% 3.04 3.3% 78% False False 43,914
20 94.04 77.57 16.47 17.9% 2.89 3.1% 87% False False 34,631
40 94.04 75.66 18.38 20.0% 3.00 3.3% 88% False False 25,030
60 94.04 75.66 18.38 20.0% 2.96 3.2% 88% False False 19,636
80 102.42 75.66 26.76 29.1% 2.91 3.2% 61% False False 16,098
100 102.42 75.66 26.76 29.1% 2.73 3.0% 61% False False 13,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.97
2.618 102.06
1.618 98.44
1.000 96.20
0.618 94.82
HIGH 92.58
0.618 91.20
0.500 90.77
0.382 90.34
LOW 88.96
0.618 86.72
1.000 85.34
1.618 83.10
2.618 79.48
4.250 73.58
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 91.53 91.68
PP 91.15 91.45
S1 90.77 91.23

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

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