NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 90.85 91.96 1.11 1.2% 87.36
High 93.40 94.20 0.80 0.9% 94.04
Low 90.85 90.68 -0.17 -0.2% 87.28
Close 92.19 93.74 1.55 1.7% 93.17
Range 2.55 3.52 0.97 38.0% 6.76
ATR 3.07 3.10 0.03 1.0% 0.00
Volume 40,928 33,905 -7,023 -17.2% 306,739
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.43 102.11 95.68
R3 99.91 98.59 94.71
R2 96.39 96.39 94.39
R1 95.07 95.07 94.06 95.73
PP 92.87 92.87 92.87 93.21
S1 91.55 91.55 93.42 92.21
S2 89.35 89.35 93.09
S3 85.83 88.03 92.77
S4 82.31 84.51 91.80
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 94.20 88.96 5.24 5.6% 2.70 2.9% 91% True False 34,771
10 94.20 86.28 7.92 8.4% 3.02 3.2% 94% True False 46,017
20 94.20 81.81 12.39 13.2% 2.88 3.1% 96% True False 36,300
40 94.20 75.66 18.54 19.8% 3.03 3.2% 98% True False 26,552
60 94.20 75.66 18.54 19.8% 2.91 3.1% 98% True False 20,620
80 102.42 75.66 26.76 28.5% 2.91 3.1% 68% False False 16,876
100 102.42 75.66 26.76 28.5% 2.75 2.9% 68% False False 14,568
120 105.34 75.66 29.68 31.7% 2.64 2.8% 61% False False 12,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.16
2.618 103.42
1.618 99.90
1.000 97.72
0.618 96.38
HIGH 94.20
0.618 92.86
0.500 92.44
0.382 92.02
LOW 90.68
0.618 88.50
1.000 87.16
1.618 84.98
2.618 81.46
4.250 75.72
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 93.31 93.02
PP 92.87 92.30
S1 92.44 91.58

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

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