NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 100.51 100.00 -0.51 -0.5% 97.50
High 101.17 101.56 0.39 0.4% 101.75
Low 98.87 99.76 0.89 0.9% 97.13
Close 100.20 100.96 0.76 0.8% 100.96
Range 2.30 1.80 -0.50 -21.7% 4.62
ATR 2.98 2.90 -0.08 -2.8% 0.00
Volume 259,128 230,624 -28,504 -11.0% 1,361,707
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 106.16 105.36 101.95
R3 104.36 103.56 101.46
R2 102.56 102.56 101.29
R1 101.76 101.76 101.13 102.16
PP 100.76 100.76 100.76 100.96
S1 99.96 99.96 100.80 100.36
S2 98.96 98.96 100.63
S3 97.16 98.16 100.47
S4 95.36 96.36 99.97
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 113.81 112.00 103.50
R3 109.19 107.38 102.23
R2 104.57 104.57 101.81
R1 102.76 102.76 101.38 103.67
PP 99.95 99.95 99.95 100.40
S1 98.14 98.14 100.54 99.05
S2 95.33 95.33 100.11
S3 90.71 93.52 99.69
S4 86.09 88.90 98.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.75 97.13 4.62 4.6% 2.69 2.7% 83% False False 272,341
10 101.75 94.99 6.76 6.7% 2.69 2.7% 88% False False 269,541
20 103.37 92.79 10.58 10.5% 2.80 2.8% 77% False False 210,331
40 103.37 81.64 21.73 21.5% 2.89 2.9% 89% False False 144,670
60 103.37 75.35 28.02 27.8% 3.05 3.0% 91% False False 108,294
80 103.37 75.35 28.02 27.8% 3.02 3.0% 91% False False 85,982
100 103.37 75.35 28.02 27.8% 3.01 3.0% 91% False False 70,779
120 103.37 75.35 28.02 27.8% 2.89 2.9% 91% False False 60,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.63
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 109.21
2.618 106.27
1.618 104.47
1.000 103.36
0.618 102.67
HIGH 101.56
0.618 100.87
0.500 100.66
0.382 100.45
LOW 99.76
0.618 98.65
1.000 97.96
1.618 96.85
2.618 95.05
4.250 92.11
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 100.86 100.74
PP 100.76 100.53
S1 100.66 100.31

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

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