NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 98.09 101.58 3.49 3.6% 93.95
High 102.13 102.80 0.67 0.7% 98.36
Low 98.09 98.29 0.20 0.2% 93.95
Close 102.03 98.74 -3.29 -3.2% 98.33
Range 4.04 4.51 0.47 11.6% 4.41
ATR 2.43 2.57 0.15 6.1% 0.00
Volume 9,882 27,309 17,427 176.4% 61,712
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 113.47 110.62 101.22
R3 108.96 106.11 99.98
R2 104.45 104.45 99.57
R1 101.60 101.60 99.15 100.77
PP 99.94 99.94 99.94 99.53
S1 97.09 97.09 98.33 96.26
S2 95.43 95.43 97.91
S3 90.92 92.58 97.50
S4 86.41 88.07 96.26
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
5 102.80 96.81 5.99 6.1% 2.68 2.7% 32% True False 14,470
10 102.80 92.73 10.07 10.2% 2.30 2.3% 60% True False 13,433
20 102.80 86.76 16.04 16.2% 2.30 2.3% 75% True False 13,892
40 102.80 76.44 26.36 26.7% 2.53 2.6% 85% True False 10,924
60 102.80 76.44 26.36 26.7% 2.36 2.4% 85% True False 9,351
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 0.35
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 121.97
2.618 114.61
1.618 110.10
1.000 107.31
0.618 105.59
HIGH 102.80
0.618 101.08
0.500 100.55
0.382 100.01
LOW 98.29
0.618 95.50
1.000 93.78
1.618 90.99
2.618 86.48
4.250 79.12
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 100.55 100.14
PP 99.94 99.67
S1 99.34 99.21

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

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