NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 97.50 97.75 0.25 0.3% 97.54
High 100.74 100.15 -0.59 -0.6% 98.70
Low 97.13 97.23 0.10 0.1% 94.99
Close 98.21 99.79 1.58 1.6% 96.77
Range 3.61 2.92 -0.69 -19.1% 3.71
ATR 3.06 3.05 -0.01 -0.3% 0.00
Volume 296,359 295,195 -1,164 -0.4% 1,004,817
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.82 106.72 101.40
R3 104.90 103.80 100.59
R2 101.98 101.98 100.33
R1 100.88 100.88 100.06 101.43
PP 99.06 99.06 99.06 99.33
S1 97.96 97.96 99.52 98.51
S2 96.14 96.14 99.25
S3 93.22 95.04 98.99
S4 90.30 92.12 98.18
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.95 106.07 98.81
R3 104.24 102.36 97.79
R2 100.53 100.53 97.45
R1 98.65 98.65 97.11 97.74
PP 96.82 96.82 96.82 96.36
S1 94.94 94.94 96.43 94.03
S2 93.11 93.11 96.09
S3 89.40 91.23 95.75
S4 85.69 87.52 94.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.74 94.99 5.75 5.8% 2.75 2.8% 83% False False 267,052
10 103.37 94.99 8.38 8.4% 3.17 3.2% 57% False False 264,070
20 103.37 89.05 14.32 14.4% 2.95 3.0% 75% False False 181,633
40 103.37 75.35 28.02 28.1% 2.96 3.0% 87% False False 128,851
60 103.37 75.35 28.02 28.1% 3.08 3.1% 87% False False 96,392
80 103.37 75.35 28.02 28.1% 3.12 3.1% 87% False False 76,978
100 103.37 75.35 28.02 28.1% 3.02 3.0% 87% False False 63,394
120 104.09 75.35 28.74 28.8% 2.89 2.9% 85% False False 54,379
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.56
2.618 107.79
1.618 104.87
1.000 103.07
0.618 101.95
HIGH 100.15
0.618 99.03
0.500 98.69
0.382 98.35
LOW 97.23
0.618 95.43
1.000 94.31
1.618 92.51
2.618 89.59
4.250 84.82
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 99.42 99.15
PP 99.06 98.51
S1 98.69 97.87

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

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