NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 93.10 91.34 -1.76 -1.9% 88.58
High 93.17 91.69 -1.48 -1.6% 93.84
Low 91.10 89.34 -1.76 -1.9% 87.95
Close 92.83 91.64 -1.19 -1.3% 93.00
Range 2.07 2.35 0.28 13.5% 5.89
ATR 2.80 2.85 0.05 1.8% 0.00
Volume 12,107 6,724 -5,383 -44.5% 113,522
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 97.94 97.14 92.93
R3 95.59 94.79 92.29
R2 93.24 93.24 92.07
R1 92.44 92.44 91.86 92.84
PP 90.89 90.89 90.89 91.09
S1 90.09 90.09 91.42 90.49
S2 88.54 88.54 91.21
S3 86.19 87.74 90.99
S4 83.84 85.39 90.35
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 109.27 107.02 96.24
R3 103.38 101.13 94.62
R2 97.49 97.49 94.08
R1 95.24 95.24 93.54 96.37
PP 91.60 91.60 91.60 92.16
S1 89.35 89.35 92.46 90.48
S2 85.71 85.71 91.92
S3 79.82 83.46 91.38
S4 73.93 77.57 89.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.84 89.34 4.50 4.9% 2.32 2.5% 51% False True 18,011
10 93.84 84.94 8.90 9.7% 2.61 2.8% 75% False False 15,712
20 93.84 78.03 15.81 17.3% 2.55 2.8% 86% False False 13,309
40 93.84 76.15 17.69 19.3% 2.74 3.0% 88% False False 10,387
60 93.84 76.15 17.69 19.3% 2.70 2.9% 88% False False 9,021
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 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.68
2.618 97.84
1.618 95.49
1.000 94.04
0.618 93.14
HIGH 91.69
0.618 90.79
0.500 90.52
0.382 90.24
LOW 89.34
0.618 87.89
1.000 86.99
1.618 85.54
2.618 83.19
4.250 79.35
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 91.27 91.51
PP 90.89 91.38
S1 90.52 91.26

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

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