NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 98.28 101.17 2.89 2.9% 93.85
High 102.00 102.55 0.55 0.5% 98.15
Low 97.75 98.06 0.31 0.3% 93.19
Close 101.78 98.56 -3.22 -3.2% 98.12
Range 4.25 4.49 0.24 5.6% 4.96
ATR 2.64 2.77 0.13 5.0% 0.00
Volume 28,895 72,743 43,848 151.7% 141,606
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 113.19 110.37 101.03
R3 108.70 105.88 99.79
R2 104.21 104.21 99.38
R1 101.39 101.39 98.97 100.56
PP 99.72 99.72 99.72 99.31
S1 96.90 96.90 98.15 96.07
S2 95.23 95.23 97.74
S3 90.74 92.41 97.33
S4 86.25 87.92 96.09
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 111.37 109.70 100.85
R3 106.41 104.74 99.48
R2 101.45 101.45 99.03
R1 99.78 99.78 98.57 100.62
PP 96.49 96.49 96.49 96.90
S1 94.82 94.82 97.67 95.66
S2 91.53 91.53 97.21
S3 86.57 89.86 96.76
S4 81.61 84.90 95.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.55 96.49 6.06 6.1% 2.79 2.8% 34% True False 38,317
10 102.55 92.49 10.06 10.2% 2.49 2.5% 60% True False 32,634
20 102.55 86.84 15.71 15.9% 2.60 2.6% 75% True False 33,525
40 102.55 76.65 25.90 26.3% 2.78 2.8% 85% True False 28,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 121.63
2.618 114.30
1.618 109.81
1.000 107.04
0.618 105.32
HIGH 102.55
0.618 100.83
0.500 100.31
0.382 99.78
LOW 98.06
0.618 95.29
1.000 93.57
1.618 90.80
2.618 86.31
4.250 78.98
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 100.31 99.88
PP 99.72 99.44
S1 99.14 99.00

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

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