NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 98.29 99.51 1.22 1.2% 96.77
High 99.80 101.56 1.76 1.8% 98.98
Low 97.78 99.06 1.28 1.3% 95.45
Close 99.76 100.45 0.69 0.7% 96.98
Range 2.02 2.50 0.48 23.8% 3.53
ATR 2.49 2.49 0.00 0.0% 0.00
Volume 13,584 14,055 471 3.5% 51,973
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.86 106.65 101.83
R3 105.36 104.15 101.14
R2 102.86 102.86 100.91
R1 101.65 101.65 100.68 102.26
PP 100.36 100.36 100.36 100.66
S1 99.15 99.15 100.22 99.76
S2 97.86 97.86 99.99
S3 95.36 96.65 99.76
S4 92.86 94.15 99.08
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
5 101.56 95.87 5.69 5.7% 2.20 2.2% 80% True False 11,615
10 102.80 95.45 7.35 7.3% 2.61 2.6% 68% False False 14,222
20 102.80 90.61 12.19 12.1% 2.22 2.2% 81% False False 13,442
40 102.80 78.34 24.46 24.4% 2.35 2.3% 90% False False 12,370
60 102.80 76.44 26.36 26.2% 2.43 2.4% 91% False False 10,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.19
2.618 108.11
1.618 105.61
1.000 104.06
0.618 103.11
HIGH 101.56
0.618 100.61
0.500 100.31
0.382 100.02
LOW 99.06
0.618 97.52
1.000 96.56
1.618 95.02
2.618 92.52
4.250 88.44
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 100.40 100.12
PP 100.36 99.80
S1 100.31 99.47

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

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