NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 96.83 98.03 1.20 1.2% 93.95
High 98.36 98.39 0.03 0.0% 98.36
Low 96.83 96.81 -0.02 0.0% 93.95
Close 98.33 97.84 -0.49 -0.5% 98.33
Range 1.53 1.58 0.05 3.3% 4.41
ATR 2.40 2.35 -0.06 -2.5% 0.00
Volume 13,113 10,827 -2,286 -17.4% 61,712
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 102.42 101.71 98.71
R3 100.84 100.13 98.27
R2 99.26 99.26 98.13
R1 98.55 98.55 97.98 98.12
PP 97.68 97.68 97.68 97.46
S1 96.97 96.97 97.70 96.54
S2 96.10 96.10 97.55
S3 94.52 95.39 97.41
S4 92.94 93.81 96.97
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 110.11 108.63 100.76
R3 105.70 104.22 99.54
R2 101.29 101.29 99.14
R1 99.81 99.81 98.73 100.55
PP 96.88 96.88 96.88 97.25
S1 95.40 95.40 97.93 96.14
S2 92.47 92.47 97.52
S3 88.06 90.99 97.12
S4 83.65 86.58 95.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.39 94.17 4.22 4.3% 1.92 2.0% 87% True False 13,221
10 98.39 88.58 9.81 10.0% 1.89 1.9% 94% True False 12,144
20 98.39 84.95 13.44 13.7% 2.21 2.3% 96% True False 12,492
40 98.39 76.44 21.95 22.4% 2.52 2.6% 97% True False 10,145
60 98.39 76.44 21.95 22.4% 2.29 2.3% 97% True False 8,796
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.11
2.618 102.53
1.618 100.95
1.000 99.97
0.618 99.37
HIGH 98.39
0.618 97.79
0.500 97.60
0.382 97.41
LOW 96.81
0.618 95.83
1.000 95.23
1.618 94.25
2.618 92.67
4.250 90.10
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 97.76 97.42
PP 97.68 97.00
S1 97.60 96.59

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

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