NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 96.77 97.40 0.63 0.7% 98.03
High 97.53 98.98 1.45 1.5% 102.80
Low 95.45 97.27 1.82 1.9% 96.81
Close 97.08 98.51 1.43 1.5% 97.57
Range 2.08 1.71 -0.37 -17.8% 5.99
ATR 2.56 2.51 -0.05 -1.8% 0.00
Volume 15,556 13,734 -1,822 -11.7% 76,910
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.38 102.66 99.45
R3 101.67 100.95 98.98
R2 99.96 99.96 98.82
R1 99.24 99.24 98.67 99.60
PP 98.25 98.25 98.25 98.44
S1 97.53 97.53 98.35 97.89
S2 96.54 96.54 98.20
S3 94.83 95.82 98.04
S4 93.12 94.11 97.57
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 117.03 113.29 100.86
R3 111.04 107.30 99.22
R2 105.05 105.05 98.67
R1 101.31 101.31 98.12 100.19
PP 99.06 99.06 99.06 98.50
S1 95.32 95.32 97.02 94.20
S2 93.07 93.07 96.47
S3 87.08 89.33 95.92
S4 81.09 83.34 94.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.80 95.45 7.35 7.5% 3.02 3.1% 42% False False 16,830
10 102.80 94.17 8.63 8.8% 2.54 2.6% 50% False False 14,973
20 102.80 88.58 14.22 14.4% 2.22 2.3% 70% False False 14,243
40 102.80 76.44 26.36 26.8% 2.44 2.5% 84% False False 11,566
60 102.80 76.44 26.36 26.8% 2.39 2.4% 84% False False 9,941
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 106.25
2.618 103.46
1.618 101.75
1.000 100.69
0.618 100.04
HIGH 98.98
0.618 98.33
0.500 98.13
0.382 97.92
LOW 97.27
0.618 96.21
1.000 95.56
1.618 94.50
2.618 92.79
4.250 90.00
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 98.38 98.22
PP 98.25 97.93
S1 98.13 97.64

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

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