NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 97.84 99.72 1.88 1.9% 97.32
High 100.20 101.81 1.61 1.6% 98.82
Low 97.39 99.06 1.67 1.7% 95.16
Close 99.88 100.46 0.58 0.6% 96.91
Range 2.81 2.75 -0.06 -2.1% 3.66
ATR 2.95 2.94 -0.01 -0.5% 0.00
Volume 68,451 74,483 6,032 8.8% 283,047
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 108.69 107.33 101.97
R3 105.94 104.58 101.22
R2 103.19 103.19 100.96
R1 101.83 101.83 100.71 102.51
PP 100.44 100.44 100.44 100.79
S1 99.08 99.08 100.21 99.76
S2 97.69 97.69 99.96
S3 94.94 96.33 99.70
S4 92.19 93.58 98.95
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
5 101.81 95.16 6.65 6.6% 2.78 2.8% 80% True False 65,960
10 103.28 95.16 8.12 8.1% 3.15 3.1% 65% False False 68,840
20 103.28 90.68 12.60 12.5% 2.80 2.8% 78% False False 55,435
40 103.28 77.57 25.71 25.6% 2.84 2.8% 89% False False 45,033
60 103.28 75.66 27.62 27.5% 2.93 2.9% 90% False False 35,165
80 103.28 75.66 27.62 27.5% 2.92 2.9% 90% False False 28,585
100 103.28 75.66 27.62 27.5% 2.89 2.9% 90% False False 23,966
120 103.28 75.66 27.62 27.5% 2.74 2.7% 90% False False 20,864
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.50
2.618 109.01
1.618 106.26
1.000 104.56
0.618 103.51
HIGH 101.81
0.618 100.76
0.500 100.44
0.382 100.11
LOW 99.06
0.618 97.36
1.000 96.31
1.618 94.61
2.618 91.86
4.250 87.37
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 100.45 100.16
PP 100.44 99.86
S1 100.44 99.56

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

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