NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 90.40 91.53 1.13 1.3% 88.58
High 92.91 93.72 0.81 0.9% 93.84
Low 90.40 90.42 0.02 0.0% 87.95
Close 91.93 93.46 1.53 1.7% 93.00
Range 2.51 3.30 0.79 31.5% 5.89
ATR 2.83 2.86 0.03 1.2% 0.00
Volume 20,526 11,912 -8,614 -42.0% 113,522
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 102.43 101.25 95.28
R3 99.13 97.95 94.37
R2 95.83 95.83 94.07
R1 94.65 94.65 93.76 95.24
PP 92.53 92.53 92.53 92.83
S1 91.35 91.35 93.16 91.94
S2 89.23 89.23 92.86
S3 85.93 88.05 92.55
S4 82.63 84.75 91.65
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 93.72 89.34 4.38 4.7% 2.33 2.5% 94% True False 13,282
10 93.84 86.65 7.19 7.7% 2.60 2.8% 95% False False 17,358
20 93.84 81.97 11.87 12.7% 2.54 2.7% 97% False False 13,998
40 93.84 76.15 17.69 18.9% 2.77 3.0% 98% False False 10,948
60 93.84 76.15 17.69 18.9% 2.65 2.8% 98% False False 9,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 107.75
2.618 102.36
1.618 99.06
1.000 97.02
0.618 95.76
HIGH 93.72
0.618 92.46
0.500 92.07
0.382 91.68
LOW 90.42
0.618 88.38
1.000 87.12
1.618 85.08
2.618 81.78
4.250 76.40
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 93.00 92.82
PP 92.53 92.17
S1 92.07 91.53

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

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