NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 95.75 97.51 1.76 1.8% 94.40
High 98.35 99.40 1.05 1.1% 99.40
Low 95.20 97.35 2.15 2.3% 93.23
Close 97.78 98.99 1.21 1.2% 98.99
Range 3.15 2.05 -1.10 -34.9% 6.17
ATR 3.14 3.06 -0.08 -2.5% 0.00
Volume 319,023 238,846 -80,177 -25.1% 1,523,834
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 104.73 103.91 100.12
R3 102.68 101.86 99.55
R2 100.63 100.63 99.37
R1 99.81 99.81 99.18 100.22
PP 98.58 98.58 98.58 98.79
S1 97.76 97.76 98.80 98.17
S2 96.53 96.53 98.61
S3 94.48 95.71 98.43
S4 92.43 93.66 97.86
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 115.72 113.52 102.38
R3 109.55 107.35 100.69
R2 103.38 103.38 100.12
R1 101.18 101.18 99.56 102.28
PP 97.21 97.21 97.21 97.76
S1 95.01 95.01 98.42 96.11
S2 91.04 91.04 97.86
S3 84.87 88.84 97.29
S4 78.70 82.67 95.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.40 93.23 6.17 6.2% 2.65 2.7% 93% True False 304,766
10 99.40 89.17 10.23 10.3% 2.80 2.8% 96% True False 285,547
20 99.40 84.22 15.18 15.3% 3.05 3.1% 97% True False 305,063
40 99.40 75.15 24.25 24.5% 3.26 3.3% 98% True False 212,037
60 99.40 75.15 24.25 24.5% 3.13 3.2% 98% True False 170,389
80 101.83 75.15 26.68 27.0% 3.24 3.3% 89% False False 145,445
100 101.83 75.15 26.68 27.0% 3.13 3.2% 89% False False 127,548
120 105.14 75.15 29.99 30.3% 3.05 3.1% 79% False False 115,548
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 0.71
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.11
2.618 104.77
1.618 102.72
1.000 101.45
0.618 100.67
HIGH 99.40
0.618 98.62
0.500 98.38
0.382 98.13
LOW 97.35
0.618 96.08
1.000 95.30
1.618 94.03
2.618 91.98
4.250 88.64
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 98.79 98.32
PP 98.58 97.64
S1 98.38 96.97

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

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