NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 101.76 98.61 -3.15 -3.1% 99.30
High 103.37 100.15 -3.22 -3.1% 103.37
Low 98.28 96.64 -1.64 -1.7% 96.64
Close 98.82 97.41 -1.41 -1.4% 97.41
Range 5.09 3.51 -1.58 -31.0% 6.73
ATR 3.22 3.24 0.02 0.6% 0.00
Volume 142,927 35,421 -107,506 -75.2% 1,114,389
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 108.60 106.51 99.34
R3 105.09 103.00 98.38
R2 101.58 101.58 98.05
R1 99.49 99.49 97.73 98.78
PP 98.07 98.07 98.07 97.71
S1 95.98 95.98 97.09 95.27
S2 94.56 94.56 96.77
S3 91.05 92.47 96.44
S4 87.54 88.96 95.48
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 119.33 115.10 101.11
R3 112.60 108.37 99.26
R2 105.87 105.87 98.64
R1 101.64 101.64 98.03 100.39
PP 99.14 99.14 99.14 98.52
S1 94.91 94.91 96.79 93.66
S2 92.41 92.41 96.18
S3 85.68 88.18 95.56
S4 78.95 81.45 93.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.37 96.64 6.73 6.9% 3.59 3.7% 11% False True 222,877
10 103.37 93.23 10.14 10.4% 3.12 3.2% 41% False False 263,822
20 103.37 87.00 16.37 16.8% 3.19 3.3% 64% False False 292,365
40 103.37 75.15 28.22 29.0% 3.26 3.3% 79% False False 228,166
60 103.37 75.15 28.22 29.0% 3.15 3.2% 79% False False 182,509
80 103.37 75.15 28.22 29.0% 3.34 3.4% 79% False False 156,150
100 103.37 75.15 28.22 29.0% 3.17 3.3% 79% False False 135,073
120 104.20 75.15 29.05 29.8% 3.09 3.2% 77% False False 122,782
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 0.86
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.07
2.618 109.34
1.618 105.83
1.000 103.66
0.618 102.32
HIGH 100.15
0.618 98.81
0.500 98.40
0.382 97.98
LOW 96.64
0.618 94.47
1.000 93.13
1.618 90.96
2.618 87.45
4.250 81.72
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 98.40 100.01
PP 98.07 99.14
S1 97.74 98.28

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

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