NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 99.09 98.11 -0.98 -1.0% 94.13
High 99.31 99.73 0.42 0.4% 98.87
Low 97.18 97.65 0.47 0.5% 93.07
Close 98.15 99.35 1.20 1.2% 98.74
Range 2.13 2.08 -0.05 -2.3% 5.80
ATR 2.79 2.74 -0.05 -1.8% 0.00
Volume 51,346 47,449 -3,897 -7.6% 214,864
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 105.15 104.33 100.49
R3 103.07 102.25 99.92
R2 100.99 100.99 99.73
R1 100.17 100.17 99.54 100.58
PP 98.91 98.91 98.91 99.12
S1 98.09 98.09 99.16 98.50
S2 96.83 96.83 98.97
S3 94.75 96.01 98.78
S4 92.67 93.93 98.21
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 114.29 112.32 101.93
R3 108.49 106.52 100.34
R2 102.69 102.69 99.80
R1 100.72 100.72 99.27 101.71
PP 96.89 96.89 96.89 97.39
S1 94.92 94.92 98.21 95.91
S2 91.09 91.09 97.68
S3 85.29 89.12 97.15
S4 79.49 83.32 95.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.73 94.39 5.34 5.4% 2.41 2.4% 93% True False 47,766
10 99.73 90.68 9.05 9.1% 2.44 2.5% 96% True False 42,030
20 99.73 84.57 15.16 15.3% 2.74 2.8% 97% True False 42,972
40 99.73 75.66 24.07 24.2% 2.99 3.0% 98% True False 32,231
60 99.73 75.66 24.07 24.2% 2.80 2.8% 98% True False 25,195
80 102.42 75.66 26.76 26.9% 2.92 2.9% 89% False False 20,696
100 102.42 75.66 26.76 26.9% 2.75 2.8% 89% False False 17,645
120 105.34 75.66 29.68 29.9% 2.66 2.7% 80% False False 15,564
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.57
2.618 105.18
1.618 103.10
1.000 101.81
0.618 101.02
HIGH 99.73
0.618 98.94
0.500 98.69
0.382 98.44
LOW 97.65
0.618 96.36
1.000 95.57
1.618 94.28
2.618 92.20
4.250 88.81
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 99.13 99.05
PP 98.91 98.74
S1 98.69 98.44

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

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