NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 95.50 96.67 1.17 1.2% 92.89
High 96.80 97.40 0.60 0.6% 94.41
Low 95.16 94.38 -0.78 -0.8% 88.85
Close 96.59 95.45 -1.14 -1.2% 94.09
Range 1.64 3.02 1.38 84.1% 5.56
ATR 2.80 2.81 0.02 0.6% 0.00
Volume 41,516 31,203 -10,313 -24.8% 142,120
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 104.80 103.15 97.11
R3 101.78 100.13 96.28
R2 98.76 98.76 96.00
R1 97.11 97.11 95.73 96.43
PP 95.74 95.74 95.74 95.40
S1 94.09 94.09 95.17 93.41
S2 92.72 92.72 94.90
S3 89.70 91.07 94.62
S4 86.68 88.05 93.79
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 97.40 90.50 6.90 7.2% 2.48 2.6% 72% True False 30,796
10 97.40 88.85 8.55 9.0% 2.50 2.6% 77% True False 31,840
20 97.40 84.05 13.35 14.0% 2.73 2.9% 85% True False 31,633
40 97.40 75.90 21.50 22.5% 2.89 3.0% 91% True False 24,166
60 97.40 75.90 21.50 22.5% 2.80 2.9% 91% True False 20,147
80 102.81 75.90 26.91 28.2% 2.82 3.0% 73% False False 17,028
100 102.81 75.90 26.91 28.2% 2.61 2.7% 73% False False 14,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.24
2.618 105.31
1.618 102.29
1.000 100.42
0.618 99.27
HIGH 97.40
0.618 96.25
0.500 95.89
0.382 95.53
LOW 94.38
0.618 92.51
1.000 91.36
1.618 89.49
2.618 86.47
4.250 81.55
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 95.89 95.40
PP 95.74 95.35
S1 95.60 95.30

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

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