NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 98.83 98.29 -0.54 -0.5% 96.77
High 100.55 99.80 -0.75 -0.7% 98.98
Low 97.38 97.78 0.40 0.4% 95.45
Close 98.37 99.76 1.39 1.4% 96.98
Range 3.17 2.02 -1.15 -36.3% 3.53
ATR 2.53 2.49 -0.04 -1.4% 0.00
Volume 7,753 13,584 5,831 75.2% 51,973
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 105.17 104.49 100.87
R3 103.15 102.47 100.32
R2 101.13 101.13 100.13
R1 100.45 100.45 99.95 100.79
PP 99.11 99.11 99.11 99.29
S1 98.43 98.43 99.57 98.77
S2 97.09 97.09 99.39
S3 95.07 96.41 99.20
S4 93.05 94.39 98.65
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 95.87 4.68 4.7% 2.04 2.0% 83% False False 11,550
10 102.80 95.45 7.35 7.4% 2.54 2.5% 59% False False 13,939
20 102.80 88.58 14.22 14.3% 2.21 2.2% 79% False False 13,042
40 102.80 76.44 26.36 26.4% 2.35 2.4% 88% False False 12,131
60 102.80 76.44 26.36 26.4% 2.42 2.4% 88% False False 10,207
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.39
2.618 105.09
1.618 103.07
1.000 101.82
0.618 101.05
HIGH 99.80
0.618 99.03
0.500 98.79
0.382 98.55
LOW 97.78
0.618 96.53
1.000 95.76
1.618 94.51
2.618 92.49
4.250 89.20
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 99.44 99.24
PP 99.11 98.73
S1 98.79 98.21

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

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