NYMEX Light Sweet Crude Oil Future May 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 92.52 91.43 -1.09 -1.2% 88.75
High 92.72 93.45 0.73 0.8% 93.62
Low 91.82 90.61 -1.21 -1.3% 88.04
Close 91.82 93.35 1.53 1.7% 92.90
Range 0.90 2.84 1.94 215.6% 5.58
ATR 2.67 2.68 0.01 0.5% 0.00
Volume 19,011 10,476 -8,535 -44.9% 89,161
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 100.99 100.01 94.91
R3 98.15 97.17 94.13
R2 95.31 95.31 93.87
R1 94.33 94.33 93.61 94.82
PP 92.47 92.47 92.47 92.72
S1 91.49 91.49 93.09 91.98
S2 89.63 89.63 92.83
S3 86.79 88.65 92.57
S4 83.95 85.81 91.79
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 108.26 106.16 95.97
R3 102.68 100.58 94.43
R2 97.10 97.10 93.92
R1 95.00 95.00 93.41 96.05
PP 91.52 91.52 91.52 92.05
S1 89.42 89.42 92.39 90.47
S2 85.94 85.94 91.88
S3 80.36 83.84 91.37
S4 74.78 78.26 89.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.45 88.58 4.87 5.2% 1.86 2.0% 98% True False 12,472
10 93.62 86.76 6.86 7.3% 2.29 2.5% 96% False False 14,351
20 93.62 82.09 11.53 12.4% 2.37 2.5% 98% False False 11,777
40 93.62 76.44 17.18 18.4% 2.54 2.7% 98% False False 9,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 105.52
2.618 100.89
1.618 98.05
1.000 96.29
0.618 95.21
HIGH 93.45
0.618 92.37
0.500 92.03
0.382 91.69
LOW 90.61
0.618 88.85
1.000 87.77
1.618 86.01
2.618 83.17
4.250 78.54
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 92.91 92.57
PP 92.47 91.79
S1 92.03 91.02

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

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