NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 97.35 96.30 -1.05 -1.1% 97.52
High 97.51 97.74 0.23 0.2% 98.90
Low 96.04 95.56 -0.48 -0.5% 95.50
Close 96.70 97.05 0.35 0.4% 97.05
Range 1.47 2.18 0.71 48.3% 3.40
ATR 2.63 2.60 -0.03 -1.2% 0.00
Volume 18,373 16,266 -2,107 -11.5% 73,419
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.32 102.37 98.25
R3 101.14 100.19 97.65
R2 98.96 98.96 97.45
R1 98.01 98.01 97.25 98.49
PP 96.78 96.78 96.78 97.02
S1 95.83 95.83 96.85 96.31
S2 94.60 94.60 96.65
S3 92.42 93.65 96.45
S4 90.24 91.47 95.85
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.35 105.60 98.92
R3 103.95 102.20 97.99
R2 100.55 100.55 97.67
R1 98.80 98.80 97.36 97.98
PP 97.15 97.15 97.15 96.74
S1 95.40 95.40 96.74 94.58
S2 93.75 93.75 96.43
S3 90.35 92.00 96.12
S4 86.95 88.60 95.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.02 95.50 4.52 4.7% 2.24 2.3% 34% False False 18,745
10 103.08 95.50 7.58 7.8% 2.45 2.5% 20% False False 17,812
20 103.08 89.34 13.74 14.2% 2.33 2.4% 56% False False 16,043
40 103.08 76.15 26.93 27.7% 2.54 2.6% 78% False False 14,277
60 103.08 76.15 26.93 27.7% 2.62 2.7% 78% False False 12,215
80 103.08 76.15 26.93 27.7% 2.70 2.8% 78% False False 10,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.01
2.618 103.45
1.618 101.27
1.000 99.92
0.618 99.09
HIGH 97.74
0.618 96.91
0.500 96.65
0.382 96.39
LOW 95.56
0.618 94.21
1.000 93.38
1.618 92.03
2.618 89.85
4.250 86.30
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 96.92 97.23
PP 96.78 97.17
S1 96.65 97.11

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

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