NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 97.30 97.01 -0.29 -0.3% 98.74
High 97.83 98.91 1.08 1.1% 103.20
Low 95.40 96.95 1.55 1.6% 96.79
Close 97.06 98.36 1.30 1.3% 97.62
Range 2.43 1.96 -0.47 -19.3% 6.41
ATR 2.89 2.83 -0.07 -2.3% 0.00
Volume 44,239 42,017 -2,222 -5.0% 239,507
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.95 103.12 99.44
R3 101.99 101.16 98.90
R2 100.03 100.03 98.72
R1 99.20 99.20 98.54 99.62
PP 98.07 98.07 98.07 98.28
S1 97.24 97.24 98.18 97.66
S2 96.11 96.11 98.00
S3 94.15 95.28 97.82
S4 92.19 93.32 97.28
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 118.43 114.44 101.15
R3 112.02 108.03 99.38
R2 105.61 105.61 98.80
R1 101.62 101.62 98.21 100.41
PP 99.20 99.20 99.20 98.60
S1 95.21 95.21 97.03 94.00
S2 92.79 92.79 96.44
S3 86.38 88.80 95.86
S4 79.97 82.39 94.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.20 95.40 7.80 7.9% 3.40 3.5% 38% False False 50,934
10 103.20 94.38 8.82 9.0% 2.83 2.9% 45% False False 43,259
20 103.20 88.85 14.35 14.6% 2.68 2.7% 66% False False 39,085
40 103.20 75.90 27.30 27.8% 2.83 2.9% 82% False False 30,907
60 103.20 75.90 27.30 27.8% 2.79 2.8% 82% False False 25,584
80 103.20 75.90 27.30 27.8% 2.91 3.0% 82% False False 21,373
100 103.20 75.90 27.30 27.8% 2.71 2.8% 82% False False 18,295
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 0.59
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.24
2.618 104.04
1.618 102.08
1.000 100.87
0.618 100.12
HIGH 98.91
0.618 98.16
0.500 97.93
0.382 97.70
LOW 96.95
0.618 95.74
1.000 94.99
1.618 93.78
2.618 91.82
4.250 88.62
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 98.22 98.18
PP 98.07 98.00
S1 97.93 97.82

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

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