NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 98.11 99.20 1.09 1.1% 94.13
High 99.73 102.73 3.00 3.0% 98.87
Low 97.65 98.35 0.70 0.7% 93.07
Close 99.35 102.48 3.13 3.2% 98.74
Range 2.08 4.38 2.30 110.6% 5.80
ATR 2.74 2.85 0.12 4.3% 0.00
Volume 47,449 61,299 13,850 29.2% 214,864
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 114.33 112.78 104.89
R3 109.95 108.40 103.68
R2 105.57 105.57 103.28
R1 104.02 104.02 102.88 104.80
PP 101.19 101.19 101.19 101.57
S1 99.64 99.64 102.08 100.42
S2 96.81 96.81 101.68
S3 92.43 95.26 101.28
S4 88.05 90.88 100.07
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
5 102.73 95.03 7.70 7.5% 2.66 2.6% 97% True False 50,711
10 102.73 90.68 12.05 11.8% 2.63 2.6% 98% True False 44,067
20 102.73 84.57 18.16 17.7% 2.78 2.7% 99% True False 44,474
40 102.73 75.66 27.07 26.4% 3.03 3.0% 99% True False 33,475
60 102.73 75.66 27.07 26.4% 2.83 2.8% 99% True False 26,082
80 102.73 75.66 27.07 26.4% 2.94 2.9% 99% True False 21,399
100 102.73 75.66 27.07 26.4% 2.79 2.7% 99% True False 18,188
120 105.34 75.66 29.68 29.0% 2.69 2.6% 90% False False 16,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 121.35
2.618 114.20
1.618 109.82
1.000 107.11
0.618 105.44
HIGH 102.73
0.618 101.06
0.500 100.54
0.382 100.02
LOW 98.35
0.618 95.64
1.000 93.97
1.618 91.26
2.618 86.88
4.250 79.74
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 101.83 101.64
PP 101.19 100.80
S1 100.54 99.96

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

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