NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 95.96 97.50 1.54 1.6% 97.32
High 97.60 100.80 3.20 3.3% 98.82
Low 95.16 97.30 2.14 2.2% 95.16
Close 96.91 98.33 1.42 1.5% 96.91
Range 2.44 3.50 1.06 43.4% 3.66
ATR 2.89 2.96 0.07 2.5% 0.00
Volume 69,041 40,697 -28,344 -41.1% 283,047
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 109.31 107.32 100.26
R3 105.81 103.82 99.29
R2 102.31 102.31 98.97
R1 100.32 100.32 98.65 101.32
PP 98.81 98.81 98.81 99.31
S1 96.82 96.82 98.01 97.82
S2 95.31 95.31 97.69
S3 91.81 93.32 97.37
S4 88.31 89.82 96.41
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.94 106.09 98.92
R3 104.28 102.43 97.92
R2 100.62 100.62 97.58
R1 98.77 98.77 97.25 97.87
PP 96.96 96.96 96.96 96.51
S1 95.11 95.11 96.57 94.21
S2 93.30 93.30 96.24
S3 89.64 91.45 95.90
S4 85.98 87.79 94.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.80 95.16 5.64 5.7% 2.61 2.7% 56% True False 64,748
10 103.28 95.16 8.12 8.3% 3.02 3.1% 39% False False 64,426
20 103.28 88.96 14.32 14.6% 2.81 2.9% 65% False False 50,830
40 103.28 75.66 27.62 28.1% 2.84 2.9% 82% False False 42,536
60 103.28 75.66 27.62 28.1% 2.94 3.0% 82% False False 33,062
80 103.28 75.66 27.62 28.1% 2.96 3.0% 82% False False 26,978
100 103.28 75.66 27.62 28.1% 2.88 2.9% 82% False False 22,693
120 104.37 75.66 28.71 29.2% 2.73 2.8% 79% False False 19,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115.68
2.618 109.96
1.618 106.46
1.000 104.30
0.618 102.96
HIGH 100.80
0.618 99.46
0.500 99.05
0.382 98.64
LOW 97.30
0.618 95.14
1.000 93.80
1.618 91.64
2.618 88.14
4.250 82.43
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 99.05 98.21
PP 98.81 98.10
S1 98.57 97.98

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

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