NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 91.43 92.96 1.53 1.7% 92.48
High 93.45 94.10 0.65 0.7% 94.10
Low 90.61 92.73 2.12 2.3% 88.58
Close 93.35 93.95 0.60 0.6% 93.95
Range 2.84 1.37 -1.47 -51.8% 5.52
ATR 2.68 2.59 -0.09 -3.5% 0.00
Volume 10,476 13,377 2,901 27.7% 61,414
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 97.70 97.20 94.70
R3 96.33 95.83 94.33
R2 94.96 94.96 94.20
R1 94.46 94.46 94.08 94.71
PP 93.59 93.59 93.59 93.72
S1 93.09 93.09 93.82 93.34
S2 92.22 92.22 93.70
S3 90.85 91.72 93.57
S4 89.48 90.35 93.20
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 108.77 106.88 96.99
R3 103.25 101.36 95.47
R2 97.73 97.73 94.96
R1 95.84 95.84 94.46 96.79
PP 92.21 92.21 92.21 92.68
S1 90.32 90.32 93.44 91.27
S2 86.69 86.69 92.94
S3 81.17 84.80 92.43
S4 75.65 79.28 90.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.10 88.58 5.52 5.9% 1.83 2.0% 97% True False 12,282
10 94.10 88.04 6.06 6.5% 2.17 2.3% 98% True False 15,057
20 94.10 84.03 10.07 10.7% 2.31 2.5% 99% True False 11,909
40 94.10 76.44 17.66 18.8% 2.52 2.7% 99% True False 9,439
60 94.10 76.44 17.66 18.8% 2.33 2.5% 99% True False 8,298
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.92
2.618 97.69
1.618 96.32
1.000 95.47
0.618 94.95
HIGH 94.10
0.618 93.58
0.500 93.42
0.382 93.25
LOW 92.73
0.618 91.88
1.000 91.36
1.618 90.51
2.618 89.14
4.250 86.91
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 93.77 93.42
PP 93.59 92.89
S1 93.42 92.36

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

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