NYMEX Light Sweet Crude Oil Future March 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 98.05 99.46 1.41 1.4% 97.30
High 100.25 101.86 1.61 1.6% 98.91
Low 97.54 99.15 1.61 1.7% 95.30
Close 99.95 100.55 0.60 0.6% 97.03
Range 2.71 2.71 0.00 0.0% 3.61
ATR 2.85 2.84 -0.01 -0.3% 0.00
Volume 41,501 46,618 5,117 12.3% 182,535
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 108.65 107.31 102.04
R3 105.94 104.60 101.30
R2 103.23 103.23 101.05
R1 101.89 101.89 100.80 102.56
PP 100.52 100.52 100.52 100.86
S1 99.18 99.18 100.30 99.85
S2 97.81 97.81 100.05
S3 95.10 96.47 99.80
S4 92.39 93.76 99.06
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.91 106.08 99.02
R3 104.30 102.47 98.02
R2 100.69 100.69 97.69
R1 98.86 98.86 97.36 97.97
PP 97.08 97.08 97.08 96.64
S1 95.25 95.25 96.70 94.36
S2 93.47 93.47 96.37
S3 89.86 91.64 96.04
S4 86.25 88.03 95.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.86 95.30 6.56 6.5% 2.73 2.7% 80% True False 42,515
10 103.20 95.30 7.90 7.9% 3.07 3.1% 66% False False 46,725
20 103.20 90.50 12.70 12.6% 2.67 2.7% 79% False False 40,405
40 103.20 77.76 25.44 25.3% 2.74 2.7% 90% False False 34,445
60 103.20 75.90 27.30 27.2% 2.83 2.8% 90% False False 27,844
80 103.20 75.90 27.30 27.2% 2.85 2.8% 90% False False 23,551
100 103.20 75.90 27.30 27.2% 2.78 2.8% 90% False False 20,125
Crabel Price Patterns
NR False
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 0.63
Fibonacci Retracements and Extensions
4.250 113.38
2.618 108.95
1.618 106.24
1.000 104.57
0.618 103.53
HIGH 101.86
0.618 100.82
0.500 100.51
0.382 100.19
LOW 99.15
0.618 97.48
1.000 96.44
1.618 94.77
2.618 92.06
4.250 87.63
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 100.54 100.24
PP 100.52 99.93
S1 100.51 99.62

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

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