NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 99.48 100.51 1.03 1.0% 97.54
High 101.75 101.17 -0.58 -0.6% 98.70
Low 98.92 98.87 -0.05 -0.1% 94.99
Close 100.36 100.20 -0.16 -0.2% 96.77
Range 2.83 2.30 -0.53 -18.7% 3.71
ATR 3.04 2.98 -0.05 -1.7% 0.00
Volume 280,401 259,128 -21,273 -7.6% 1,004,817
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 106.98 105.89 101.47
R3 104.68 103.59 100.83
R2 102.38 102.38 100.62
R1 101.29 101.29 100.41 100.69
PP 100.08 100.08 100.08 99.78
S1 98.99 98.99 99.99 98.39
S2 97.78 97.78 99.78
S3 95.48 96.69 99.57
S4 93.18 94.39 98.94
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
5 101.75 94.99 6.76 6.7% 2.84 2.8% 77% False False 260,294
10 103.37 94.99 8.38 8.4% 3.01 3.0% 62% False False 286,718
20 103.37 90.76 12.61 12.6% 2.89 2.9% 75% False False 202,014
40 103.37 79.36 24.01 24.0% 2.94 2.9% 87% False False 140,101
60 103.37 75.35 28.02 28.0% 3.04 3.0% 89% False False 104,828
80 103.37 75.35 28.02 28.0% 3.04 3.0% 89% False False 83,322
100 103.37 75.35 28.02 28.0% 3.02 3.0% 89% False False 68,577
120 103.37 75.35 28.02 28.0% 2.89 2.9% 89% False False 58,654
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.77
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 110.95
2.618 107.19
1.618 104.89
1.000 103.47
0.618 102.59
HIGH 101.17
0.618 100.29
0.500 100.02
0.382 99.75
LOW 98.87
0.618 97.45
1.000 96.57
1.618 95.15
2.618 92.85
4.250 89.10
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 100.14 99.96
PP 100.08 99.73
S1 100.02 99.49

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

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