NYMEX Light Sweet Crude Oil Future June 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 96.50 94.95 -1.55 -1.6% 92.74
High 96.76 97.24 0.48 0.5% 94.06
Low 94.04 94.60 0.56 0.6% 88.43
Close 95.04 97.00 1.96 2.1% 93.85
Range 2.72 2.64 -0.08 -2.9% 5.63
ATR 2.71 2.71 -0.01 -0.2% 0.00
Volume 31,344 34,422 3,078 9.8% 117,425
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 104.20 103.24 98.45
R3 101.56 100.60 97.73
R2 98.92 98.92 97.48
R1 97.96 97.96 97.24 98.44
PP 96.28 96.28 96.28 96.52
S1 95.32 95.32 96.76 95.80
S2 93.64 93.64 96.52
S3 91.00 92.68 96.27
S4 88.36 90.04 95.55
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 109.00 107.06 96.95
R3 103.37 101.43 95.40
R2 97.74 97.74 94.88
R1 95.80 95.80 94.37 96.77
PP 92.11 92.11 92.11 92.60
S1 90.17 90.17 93.33 91.14
S2 86.48 86.48 92.82
S3 80.85 84.54 92.30
S4 75.22 78.91 90.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.24 92.49 4.75 4.9% 2.18 2.2% 95% True False 26,951
10 97.24 88.43 8.81 9.1% 2.37 2.4% 97% True False 26,474
20 97.24 85.00 12.24 12.6% 2.61 2.7% 98% True False 29,844
40 97.24 76.65 20.59 21.2% 2.79 2.9% 99% True False 25,333
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.46
2.618 104.15
1.618 101.51
1.000 99.88
0.618 98.87
HIGH 97.24
0.618 96.23
0.500 95.92
0.382 95.61
LOW 94.60
0.618 92.97
1.000 91.96
1.618 90.33
2.618 87.69
4.250 83.38
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 96.64 96.55
PP 96.28 96.09
S1 95.92 95.64

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

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