NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 99.51 100.63 1.12 1.1% 96.77
High 101.56 100.88 -0.68 -0.7% 98.98
Low 99.06 98.98 -0.08 -0.1% 95.45
Close 100.45 100.42 -0.03 0.0% 96.98
Range 2.50 1.90 -0.60 -24.0% 3.53
ATR 2.49 2.45 -0.04 -1.7% 0.00
Volume 14,055 18,406 4,351 31.0% 51,973
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 105.79 105.01 101.47
R3 103.89 103.11 100.94
R2 101.99 101.99 100.77
R1 101.21 101.21 100.59 100.65
PP 100.09 100.09 100.09 99.82
S1 99.31 99.31 100.25 98.75
S2 98.19 98.19 100.07
S3 96.29 97.41 99.90
S4 94.39 95.51 99.38
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% 2.28 2.3% 80% False False 12,964
10 102.80 95.45 7.35 7.3% 2.40 2.4% 68% False False 15,074
20 102.80 90.61 12.19 12.1% 2.27 2.3% 80% False False 13,412
40 102.80 80.09 22.71 22.6% 2.34 2.3% 90% False False 12,588
60 102.80 76.44 26.36 26.2% 2.42 2.4% 91% False False 10,618
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.67
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.96
2.618 105.85
1.618 103.95
1.000 102.78
0.618 102.05
HIGH 100.88
0.618 100.15
0.500 99.93
0.382 99.71
LOW 98.98
0.618 97.81
1.000 97.08
1.618 95.91
2.618 94.01
4.250 90.91
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 100.26 100.17
PP 100.09 99.92
S1 99.93 99.67

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

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