NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 101.17 98.33 -2.84 -2.8% 98.15
High 102.55 99.84 -2.71 -2.6% 102.55
Low 98.06 96.74 -1.32 -1.3% 96.49
Close 98.56 97.46 -1.10 -1.1% 97.46
Range 4.49 3.10 -1.39 -31.0% 6.06
ATR 2.77 2.79 0.02 0.8% 0.00
Volume 72,743 44,403 -28,340 -39.0% 204,267
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.31 105.49 99.17
R3 104.21 102.39 98.31
R2 101.11 101.11 98.03
R1 99.29 99.29 97.74 98.65
PP 98.01 98.01 98.01 97.70
S1 96.19 96.19 97.18 95.55
S2 94.91 94.91 96.89
S3 91.81 93.09 96.61
S4 88.71 89.99 95.76
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 117.01 113.30 100.79
R3 110.95 107.24 99.13
R2 104.89 104.89 98.57
R1 101.18 101.18 98.02 100.01
PP 98.83 98.83 98.83 98.25
S1 95.12 95.12 96.90 93.95
S2 92.77 92.77 96.35
S3 86.71 89.06 95.79
S4 80.65 83.00 94.13
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 6.2% 3.09 3.2% 16% False False 40,853
10 102.55 93.19 9.36 9.6% 2.64 2.7% 46% False False 34,587
20 102.55 87.62 14.93 15.3% 2.62 2.7% 66% False False 34,709
40 102.55 76.65 25.90 26.6% 2.76 2.8% 80% False False 28,559
Crabel Price Patterns
NR True
NR4 False
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 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.02
2.618 107.96
1.618 104.86
1.000 102.94
0.618 101.76
HIGH 99.84
0.618 98.66
0.500 98.29
0.382 97.92
LOW 96.74
0.618 94.82
1.000 93.64
1.618 91.72
2.618 88.62
4.250 83.57
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 98.29 99.65
PP 98.01 98.92
S1 97.74 98.19

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

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