NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 95.40 95.02 -0.38 -0.4% 92.48
High 96.95 97.47 0.52 0.5% 94.10
Low 94.17 94.78 0.61 0.6% 88.58
Close 95.21 97.18 1.97 2.1% 93.95
Range 2.78 2.69 -0.09 -3.2% 5.52
ATR 2.46 2.47 0.02 0.7% 0.00
Volume 14,775 15,647 872 5.9% 61,414
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 104.55 103.55 98.66
R3 101.86 100.86 97.92
R2 99.17 99.17 97.67
R1 98.17 98.17 97.43 98.67
PP 96.48 96.48 96.48 96.73
S1 95.48 95.48 96.93 95.98
S2 93.79 93.79 96.69
S3 91.10 92.79 96.44
S4 88.41 90.10 95.70
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 97.47 92.73 4.74 4.9% 1.93 2.0% 94% True False 12,395
10 97.47 88.58 8.89 9.1% 1.89 1.9% 97% True False 12,433
20 97.47 84.95 12.52 12.9% 2.31 2.4% 98% True False 12,325
40 97.47 76.44 21.03 21.6% 2.55 2.6% 99% True False 9,786
60 97.47 76.44 21.03 21.6% 2.36 2.4% 99% True False 8,630
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.90
2.618 104.51
1.618 101.82
1.000 100.16
0.618 99.13
HIGH 97.47
0.618 96.44
0.500 96.13
0.382 95.81
LOW 94.78
0.618 93.12
1.000 92.09
1.618 90.43
2.618 87.74
4.250 83.35
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 96.83 96.73
PP 96.48 96.27
S1 96.13 95.82

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

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