NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 99.72 100.49 0.77 0.8% 97.32
High 101.81 101.21 -0.60 -0.6% 98.82
Low 99.06 98.96 -0.10 -0.1% 95.16
Close 100.46 100.33 -0.13 -0.1% 96.91
Range 2.75 2.25 -0.50 -18.2% 3.66
ATR 2.94 2.89 -0.05 -1.7% 0.00
Volume 74,483 71,561 -2,922 -3.9% 283,047
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 106.92 105.87 101.57
R3 104.67 103.62 100.95
R2 102.42 102.42 100.74
R1 101.37 101.37 100.54 100.77
PP 100.17 100.17 100.17 99.87
S1 99.12 99.12 100.12 98.52
S2 97.92 97.92 99.92
S3 95.67 96.87 99.71
S4 93.42 94.62 99.09
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% 2.75 2.7% 78% False False 64,846
10 103.28 95.16 8.12 8.1% 2.94 2.9% 64% False False 69,867
20 103.28 90.68 12.60 12.6% 2.78 2.8% 77% False False 56,967
40 103.28 79.55 23.73 23.7% 2.83 2.8% 88% False False 46,366
60 103.28 75.66 27.62 27.5% 2.91 2.9% 89% False False 36,268
80 103.28 75.66 27.62 27.5% 2.87 2.9% 89% False False 29,377
100 103.28 75.66 27.62 27.5% 2.88 2.9% 89% False False 24,614
120 103.28 75.66 27.62 27.5% 2.74 2.7% 89% False False 21,392
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.71
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 110.77
2.618 107.10
1.618 104.85
1.000 103.46
0.618 102.60
HIGH 101.21
0.618 100.35
0.500 100.09
0.382 99.82
LOW 98.96
0.618 97.57
1.000 96.71
1.618 95.32
2.618 93.07
4.250 89.40
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 100.25 100.09
PP 100.17 99.84
S1 100.09 99.60

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

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