NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 97.50 97.84 0.34 0.3% 97.32
High 100.80 100.20 -0.60 -0.6% 98.82
Low 97.30 97.39 0.09 0.1% 95.16
Close 98.33 99.88 1.55 1.6% 96.91
Range 3.50 2.81 -0.69 -19.7% 3.66
ATR 2.96 2.95 -0.01 -0.4% 0.00
Volume 40,697 68,451 27,754 68.2% 283,047
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.59 106.54 101.43
R3 104.78 103.73 100.65
R2 101.97 101.97 100.40
R1 100.92 100.92 100.14 101.45
PP 99.16 99.16 99.16 99.42
S1 98.11 98.11 99.62 98.64
S2 96.35 96.35 99.36
S3 93.54 95.30 99.11
S4 90.73 92.49 98.33
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 5.6% 2.67 2.7% 84% False False 64,068
10 103.28 95.16 8.12 8.1% 3.08 3.1% 58% False False 66,137
20 103.28 88.96 14.32 14.3% 2.84 2.8% 76% False False 52,743
40 103.28 75.66 27.62 27.7% 2.84 2.8% 88% False False 43,715
60 103.28 75.66 27.62 27.7% 2.93 2.9% 88% False False 34,083
80 103.28 75.66 27.62 27.7% 2.94 2.9% 88% False False 27,746
100 103.28 75.66 27.62 27.7% 2.88 2.9% 88% False False 23,290
120 103.78 75.66 28.12 28.2% 2.74 2.7% 86% False False 20,306
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.14
2.618 107.56
1.618 104.75
1.000 103.01
0.618 101.94
HIGH 100.20
0.618 99.13
0.500 98.80
0.382 98.46
LOW 97.39
0.618 95.65
1.000 94.58
1.618 92.84
2.618 90.03
4.250 85.45
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 99.52 99.25
PP 99.16 98.61
S1 98.80 97.98

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

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