NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 97.51 99.30 1.79 1.8% 94.40
High 99.40 99.69 0.29 0.3% 99.40
Low 97.35 97.19 -0.16 -0.2% 93.23
Close 98.99 98.14 -0.85 -0.9% 98.99
Range 2.05 2.50 0.45 22.0% 6.17
ATR 3.06 3.02 -0.04 -1.3% 0.00
Volume 238,846 302,105 63,259 26.5% 1,523,834
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 105.84 104.49 99.52
R3 103.34 101.99 98.83
R2 100.84 100.84 98.60
R1 99.49 99.49 98.37 98.92
PP 98.34 98.34 98.34 98.05
S1 96.99 96.99 97.91 96.42
S2 95.84 95.84 97.68
S3 93.34 94.49 97.45
S4 90.84 91.99 96.77
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 99.69 94.54 5.15 5.2% 2.57 2.6% 70% True False 308,620
10 99.69 89.17 10.52 10.7% 2.81 2.9% 85% True False 295,653
20 99.69 84.22 15.47 15.8% 3.06 3.1% 90% True False 312,873
40 99.69 75.15 24.54 25.0% 3.25 3.3% 94% True False 217,801
60 99.69 75.15 24.54 25.0% 3.09 3.2% 94% True False 173,764
80 101.83 75.15 26.68 27.2% 3.25 3.3% 86% False False 148,502
100 101.83 75.15 26.68 27.2% 3.11 3.2% 86% False False 130,092
120 105.14 75.15 29.99 30.6% 3.04 3.1% 77% False False 117,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.32
2.618 106.24
1.618 103.74
1.000 102.19
0.618 101.24
HIGH 99.69
0.618 98.74
0.500 98.44
0.382 98.15
LOW 97.19
0.618 95.65
1.000 94.69
1.618 93.15
2.618 90.65
4.250 86.57
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 98.44 97.91
PP 98.34 97.68
S1 98.24 97.45

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

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