NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 93.35 94.09 0.74 0.8% 92.89
High 94.41 95.91 1.50 1.6% 94.41
Low 92.80 93.19 0.39 0.4% 88.85
Close 94.09 95.39 1.30 1.4% 94.09
Range 1.61 2.72 1.11 68.9% 5.56
ATR 2.90 2.89 -0.01 -0.4% 0.00
Volume 31,261 22,979 -8,282 -26.5% 142,120
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 102.99 101.91 96.89
R3 100.27 99.19 96.14
R2 97.55 97.55 95.89
R1 96.47 96.47 95.64 97.01
PP 94.83 94.83 94.83 95.10
S1 93.75 93.75 95.14 94.29
S2 92.11 92.11 94.89
S3 89.39 91.03 94.64
S4 86.67 88.31 93.89
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 109.13 107.17 97.15
R3 103.57 101.61 95.62
R2 98.01 98.01 95.11
R1 96.05 96.05 94.60 97.03
PP 92.45 92.45 92.45 92.94
S1 90.49 90.49 93.58 91.47
S2 86.89 86.89 93.07
S3 81.33 84.93 92.56
S4 75.77 79.37 91.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.91 88.85 7.06 7.4% 2.72 2.9% 93% True False 28,311
10 95.91 88.85 7.06 7.4% 2.64 2.8% 93% True False 38,147
20 95.91 84.05 11.86 12.4% 2.71 2.8% 96% True False 30,499
40 95.91 75.90 20.01 21.0% 2.87 3.0% 97% True False 23,205
60 95.91 75.90 20.01 21.0% 2.81 2.9% 97% True False 19,209
80 102.81 75.90 26.91 28.2% 2.81 2.9% 72% False False 16,239
100 102.81 75.90 26.91 28.2% 2.60 2.7% 72% False False 14,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.47
2.618 103.03
1.618 100.31
1.000 98.63
0.618 97.59
HIGH 95.91
0.618 94.87
0.500 94.55
0.382 94.23
LOW 93.19
0.618 91.51
1.000 90.47
1.618 88.79
2.618 86.07
4.250 81.63
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 95.11 94.66
PP 94.83 93.93
S1 94.55 93.21

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

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