NYMEX Light Sweet Crude Oil Future March 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 92.27 90.95 -1.32 -1.4% 87.48
High 92.53 93.14 0.61 0.7% 93.98
Low 88.85 90.95 2.10 2.4% 87.40
Close 91.78 92.05 0.27 0.3% 93.09
Range 3.68 2.19 -1.49 -40.5% 6.58
ATR 3.03 2.97 -0.06 -2.0% 0.00
Volume 20,133 40,161 20,028 99.5% 238,073
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 98.62 97.52 93.25
R3 96.43 95.33 92.65
R2 94.24 94.24 92.45
R1 93.14 93.14 92.25 93.69
PP 92.05 92.05 92.05 92.32
S1 90.95 90.95 91.85 91.50
S2 89.86 89.86 91.65
S3 87.67 88.76 91.45
S4 85.48 86.57 90.85
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 111.23 108.74 96.71
R3 104.65 102.16 94.90
R2 98.07 98.07 94.30
R1 95.58 95.58 93.69 96.83
PP 91.49 91.49 91.49 92.11
S1 89.00 89.00 92.49 90.25
S2 84.91 84.91 91.88
S3 78.33 82.42 91.28
S4 71.75 75.84 89.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.98 88.85 5.13 5.6% 2.51 2.7% 62% False False 32,885
10 93.98 84.69 9.29 10.1% 2.82 3.1% 79% False False 36,559
20 93.98 79.75 14.23 15.5% 2.78 3.0% 86% False False 29,478
40 93.98 75.90 18.08 19.6% 2.88 3.1% 89% False False 22,407
60 93.98 75.90 18.08 19.6% 2.84 3.1% 89% False False 18,443
80 102.81 75.90 26.91 29.2% 2.79 3.0% 60% False False 15,483
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.45
2.618 98.87
1.618 96.68
1.000 95.33
0.618 94.49
HIGH 93.14
0.618 92.30
0.500 92.05
0.382 91.79
LOW 90.95
0.618 89.60
1.000 88.76
1.618 87.41
2.618 85.22
4.250 81.64
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 92.05 91.71
PP 92.05 91.36
S1 92.05 91.02

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

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