NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 100.63 100.20 -0.43 -0.4% 98.83
High 100.88 101.59 0.71 0.7% 101.59
Low 98.98 99.97 0.99 1.0% 97.38
Close 100.42 101.15 0.73 0.7% 101.15
Range 1.90 1.62 -0.28 -14.7% 4.21
ATR 2.45 2.39 -0.06 -2.4% 0.00
Volume 18,406 13,364 -5,042 -27.4% 67,162
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 105.76 105.08 102.04
R3 104.14 103.46 101.60
R2 102.52 102.52 101.45
R1 101.84 101.84 101.30 102.18
PP 100.90 100.90 100.90 101.08
S1 100.22 100.22 101.00 100.56
S2 99.28 99.28 100.85
S3 97.66 98.60 100.70
S4 96.04 96.98 100.26
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 112.67 111.12 103.47
R3 108.46 106.91 102.31
R2 104.25 104.25 101.92
R1 102.70 102.70 101.54 103.48
PP 100.04 100.04 100.04 100.43
S1 98.49 98.49 100.76 99.27
S2 95.83 95.83 100.38
S3 91.62 94.28 99.99
S4 87.41 90.07 98.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.59 97.38 4.21 4.2% 2.24 2.2% 90% True False 13,432
10 101.59 95.45 6.14 6.1% 2.11 2.1% 93% True False 13,680
20 102.80 92.73 10.07 10.0% 2.21 2.2% 84% False False 13,556
40 102.80 82.09 20.71 20.5% 2.29 2.3% 92% False False 12,667
60 102.80 76.44 26.36 26.1% 2.43 2.4% 94% False False 10,772
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 0.57
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 108.48
2.618 105.83
1.618 104.21
1.000 103.21
0.618 102.59
HIGH 101.59
0.618 100.97
0.500 100.78
0.382 100.59
LOW 99.97
0.618 98.97
1.000 98.35
1.618 97.35
2.618 95.73
4.250 93.09
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 101.03 100.86
PP 100.90 100.57
S1 100.78 100.29

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

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