NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 97.50 98.09 0.59 0.6% 93.95
High 99.19 102.13 2.94 3.0% 98.36
Low 97.47 98.09 0.62 0.6% 93.95
Close 98.93 102.03 3.10 3.1% 98.33
Range 1.72 4.04 2.32 134.9% 4.41
ATR 2.30 2.43 0.12 5.4% 0.00
Volume 11,223 9,882 -1,341 -11.9% 61,712
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 112.87 111.49 104.25
R3 108.83 107.45 103.14
R2 104.79 104.79 102.77
R1 103.41 103.41 102.40 104.10
PP 100.75 100.75 100.75 101.10
S1 99.37 99.37 101.66 100.06
S2 96.71 96.71 101.29
S3 92.67 95.33 100.92
S4 88.63 91.29 99.81
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
5 102.13 94.78 7.35 7.2% 2.31 2.3% 99% True False 12,138
10 102.13 90.61 11.52 11.3% 2.14 2.1% 99% True False 11,749
20 102.13 84.95 17.18 16.8% 2.20 2.2% 99% True False 12,818
40 102.13 76.44 25.69 25.2% 2.55 2.5% 100% True False 10,410
60 102.13 76.44 25.69 25.2% 2.31 2.3% 100% True False 8,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 119.30
2.618 112.71
1.618 108.67
1.000 106.17
0.618 104.63
HIGH 102.13
0.618 100.59
0.500 100.11
0.382 99.63
LOW 98.09
0.618 95.59
1.000 94.05
1.618 91.55
2.618 87.51
4.250 80.92
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 101.39 101.18
PP 100.75 100.32
S1 100.11 99.47

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

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