NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 102.00 98.29 -3.71 -3.6% 98.50
High 103.08 100.02 -3.06 -3.0% 103.08
Low 98.58 96.85 -1.73 -1.8% 96.85
Close 98.84 97.61 -1.23 -1.2% 97.61
Range 4.50 3.17 -1.33 -29.6% 6.23
ATR 2.68 2.72 0.03 1.3% 0.00
Volume 29,246 20,307 -8,939 -30.6% 89,461
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.67 105.81 99.35
R3 104.50 102.64 98.48
R2 101.33 101.33 98.19
R1 99.47 99.47 97.90 98.82
PP 98.16 98.16 98.16 97.83
S1 96.30 96.30 97.32 95.65
S2 94.99 94.99 97.03
S3 91.82 93.13 96.74
S4 88.65 89.96 95.87
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 117.87 113.97 101.04
R3 111.64 107.74 99.32
R2 105.41 105.41 98.75
R1 101.51 101.51 98.18 100.35
PP 99.18 99.18 99.18 98.60
S1 95.28 95.28 97.04 94.12
S2 92.95 92.95 96.47
S3 86.72 89.05 95.90
S4 80.49 82.82 94.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.08 96.85 6.23 6.4% 3.00 3.1% 12% False True 17,892
10 103.08 93.48 9.60 9.8% 2.55 2.6% 43% False False 16,562
20 103.08 87.95 15.13 15.5% 2.51 2.6% 64% False False 17,291
40 103.08 76.15 26.93 27.6% 2.68 2.7% 80% False False 13,142
60 103.08 76.15 26.93 27.6% 2.62 2.7% 80% False False 11,321
80 103.08 76.15 26.93 27.6% 2.71 2.8% 80% False False 9,788
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 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.49
2.618 108.32
1.618 105.15
1.000 103.19
0.618 101.98
HIGH 100.02
0.618 98.81
0.500 98.44
0.382 98.06
LOW 96.85
0.618 94.89
1.000 93.68
1.618 91.72
2.618 88.55
4.250 83.38
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 98.44 99.97
PP 98.16 99.18
S1 97.89 98.40

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

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