NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 96.90 95.46 -1.44 -1.5% 93.38
High 97.50 98.01 0.51 0.5% 94.54
Low 94.39 95.03 0.64 0.7% 88.96
Close 95.54 97.56 2.02 2.1% 94.13
Range 3.11 2.98 -0.13 -4.2% 5.58
ATR 2.92 2.92 0.00 0.1% 0.00
Volume 46,572 57,659 11,087 23.8% 157,472
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 105.81 104.66 99.20
R3 102.83 101.68 98.38
R2 99.85 99.85 98.11
R1 98.70 98.70 97.83 99.28
PP 96.87 96.87 96.87 97.15
S1 95.72 95.72 97.29 96.30
S2 93.89 93.89 97.01
S3 90.91 92.74 96.74
S4 87.93 89.76 95.92
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 109.28 107.29 97.20
R3 103.70 101.71 95.66
R2 98.12 98.12 95.15
R1 96.13 96.13 94.64 97.13
PP 92.54 92.54 92.54 93.04
S1 90.55 90.55 93.62 91.55
S2 86.96 86.96 93.11
S3 81.38 84.97 92.60
S4 75.80 79.39 91.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.01 92.74 5.27 5.4% 2.49 2.5% 91% True False 42,173
10 98.01 88.96 9.05 9.3% 2.59 2.7% 95% True False 38,472
20 98.01 84.50 13.51 13.8% 2.89 3.0% 97% True False 39,855
40 98.01 75.66 22.35 22.9% 3.02 3.1% 98% True False 29,775
60 98.01 75.66 22.35 22.9% 2.89 3.0% 98% True False 23,324
80 102.42 75.66 26.76 27.4% 2.90 3.0% 82% False False 19,188
100 102.42 75.66 26.76 27.4% 2.76 2.8% 82% False False 16,431
120 105.34 75.66 29.68 30.4% 2.66 2.7% 74% False False 14,515
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.68
2.618 105.81
1.618 102.83
1.000 100.99
0.618 99.85
HIGH 98.01
0.618 96.87
0.500 96.52
0.382 96.17
LOW 95.03
0.618 93.19
1.000 92.05
1.618 90.21
2.618 87.23
4.250 82.37
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 97.21 97.11
PP 96.87 96.65
S1 96.52 96.20

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

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