NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 97.28 98.83 1.55 1.6% 96.77
High 97.68 100.55 2.87 2.9% 98.98
Low 95.87 97.38 1.51 1.6% 95.45
Close 96.98 98.37 1.39 1.4% 96.98
Range 1.81 3.17 1.36 75.1% 3.53
ATR 2.45 2.53 0.08 3.3% 0.00
Volume 11,023 7,753 -3,270 -29.7% 51,973
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 108.28 106.49 100.11
R3 105.11 103.32 99.24
R2 101.94 101.94 98.95
R1 100.15 100.15 98.66 99.46
PP 98.77 98.77 98.77 98.42
S1 96.98 96.98 98.08 96.29
S2 95.60 95.60 97.79
S3 92.43 93.81 97.50
S4 89.26 90.64 96.63
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.73 105.88 98.92
R3 104.20 102.35 97.95
R2 100.67 100.67 97.63
R1 98.82 98.82 97.30 99.75
PP 97.14 97.14 97.14 97.60
S1 95.29 95.29 96.66 96.22
S2 93.61 93.61 96.33
S3 90.08 91.76 96.01
S4 86.55 88.23 95.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.55 95.45 5.10 5.2% 2.06 2.1% 57% True False 11,945
10 102.80 95.45 7.35 7.5% 2.49 2.5% 40% False False 13,663
20 102.80 88.58 14.22 14.5% 2.19 2.2% 69% False False 12,988
40 102.80 76.44 26.36 26.8% 2.34 2.4% 83% False False 11,962
60 102.80 76.44 26.36 26.8% 2.43 2.5% 83% False False 10,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114.02
2.618 108.85
1.618 105.68
1.000 103.72
0.618 102.51
HIGH 100.55
0.618 99.34
0.500 98.97
0.382 98.59
LOW 97.38
0.618 95.42
1.000 94.21
1.618 92.25
2.618 89.08
4.250 83.91
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 98.97 98.32
PP 98.77 98.26
S1 98.57 98.21

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

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