NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 98.33 97.00 -1.33 -1.4% 98.15
High 99.84 97.72 -2.12 -2.1% 102.55
Low 96.74 95.43 -1.31 -1.4% 96.49
Close 97.46 97.00 -0.46 -0.5% 97.46
Range 3.10 2.29 -0.81 -26.1% 6.06
ATR 2.79 2.76 -0.04 -1.3% 0.00
Volume 44,403 45,191 788 1.8% 204,267
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.59 102.58 98.26
R3 101.30 100.29 97.63
R2 99.01 99.01 97.42
R1 98.00 98.00 97.21 98.15
PP 96.72 96.72 96.72 96.79
S1 95.71 95.71 96.79 95.86
S2 94.43 94.43 96.58
S3 92.14 93.42 96.37
S4 89.85 91.13 95.74
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 95.43 7.12 7.3% 3.20 3.3% 22% False True 44,041
10 102.55 94.04 8.51 8.8% 2.61 2.7% 35% False False 37,182
20 102.55 88.43 14.12 14.6% 2.57 2.6% 61% False False 35,774
40 102.55 76.65 25.90 26.7% 2.73 2.8% 79% False False 29,053
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 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.45
2.618 103.72
1.618 101.43
1.000 100.01
0.618 99.14
HIGH 97.72
0.618 96.85
0.500 96.58
0.382 96.30
LOW 95.43
0.618 94.01
1.000 93.14
1.618 91.72
2.618 89.43
4.250 85.70
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 96.86 98.99
PP 96.72 98.33
S1 96.58 97.66

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

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