NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 93.95 96.34 2.39 2.5% 92.48
High 95.72 96.49 0.77 0.8% 94.10
Low 93.95 95.46 1.51 1.6% 88.58
Close 95.33 96.42 1.09 1.1% 93.95
Range 1.77 1.03 -0.74 -41.8% 5.52
ATR 2.53 2.43 -0.10 -3.9% 0.00
Volume 6,433 11,744 5,311 82.6% 61,414
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 99.21 98.85 96.99
R3 98.18 97.82 96.70
R2 97.15 97.15 96.61
R1 96.79 96.79 96.51 96.97
PP 96.12 96.12 96.12 96.22
S1 95.76 95.76 96.33 95.94
S2 95.09 95.09 96.23
S3 94.06 94.73 96.14
S4 93.03 93.70 95.85
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 96.49 90.61 5.88 6.1% 1.58 1.6% 99% True False 12,208
10 96.49 88.58 7.91 8.2% 1.90 2.0% 99% True False 13,513
20 96.49 84.30 12.19 12.6% 2.21 2.3% 99% True False 12,022
40 96.49 76.44 20.05 20.8% 2.50 2.6% 100% True False 9,487
60 96.49 76.44 20.05 20.8% 2.28 2.4% 100% True False 8,308
Crabel Price Patterns
NR True
NR4 True
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.87
2.618 99.19
1.618 98.16
1.000 97.52
0.618 97.13
HIGH 96.49
0.618 96.10
0.500 95.98
0.382 95.85
LOW 95.46
0.618 94.82
1.000 94.43
1.618 93.79
2.618 92.76
4.250 91.08
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 96.27 95.82
PP 96.12 95.21
S1 95.98 94.61

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

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