NYMEX Light Sweet Crude Oil Future March 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 98.05 98.99 0.94 1.0% 94.09
High 99.62 102.60 2.98 3.0% 98.70
Low 97.60 98.28 0.68 0.7% 93.19
Close 99.27 102.38 3.11 3.1% 98.63
Range 2.02 4.32 2.30 113.9% 5.51
ATR 2.61 2.74 0.12 4.7% 0.00
Volume 34,837 41,837 7,000 20.1% 171,330
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 114.05 112.53 104.76
R3 109.73 108.21 103.57
R2 105.41 105.41 103.17
R1 103.89 103.89 102.78 104.65
PP 101.09 101.09 101.09 101.47
S1 99.57 99.57 101.98 100.33
S2 96.77 96.77 101.59
S3 92.45 95.25 101.19
S4 88.13 90.93 100.00
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 113.37 111.51 101.66
R3 107.86 106.00 100.15
R2 102.35 102.35 99.64
R1 100.49 100.49 99.14 101.42
PP 96.84 96.84 96.84 97.31
S1 94.98 94.98 98.12 95.91
S2 91.33 91.33 97.62
S3 85.82 89.47 97.11
S4 80.31 83.96 95.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.60 95.00 7.60 7.4% 2.51 2.5% 97% True False 37,711
10 102.60 90.50 12.10 11.8% 2.50 2.4% 98% True False 34,254
20 102.60 84.69 17.91 17.5% 2.66 2.6% 99% True False 35,406
40 102.60 75.90 26.70 26.1% 2.91 2.8% 99% True False 27,252
60 102.60 75.90 26.70 26.1% 2.72 2.7% 99% True False 22,531
80 102.60 75.90 26.70 26.1% 2.87 2.8% 99% True False 18,985
100 102.81 75.90 26.91 26.3% 2.63 2.6% 98% False False 16,368
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 0.53
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 120.96
2.618 113.91
1.618 109.59
1.000 106.92
0.618 105.27
HIGH 102.60
0.618 100.95
0.500 100.44
0.382 99.93
LOW 98.28
0.618 95.61
1.000 93.96
1.618 91.29
2.618 86.97
4.250 79.92
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 101.73 101.53
PP 101.09 100.68
S1 100.44 99.83

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

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