NYMEX Light Sweet Crude Oil Future June 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 99.02 100.33 1.31 1.3% 97.00
High 101.34 100.84 -0.50 -0.5% 98.86
Low 98.71 98.79 0.08 0.1% 95.43
Close 100.21 100.23 0.02 0.0% 96.80
Range 2.63 2.05 -0.58 -22.1% 3.43
ATR 2.66 2.62 -0.04 -1.6% 0.00
Volume 38,888 42,796 3,908 10.0% 135,485
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 106.10 105.22 101.36
R3 104.05 103.17 100.79
R2 102.00 102.00 100.61
R1 101.12 101.12 100.42 100.54
PP 99.95 99.95 99.95 99.66
S1 99.07 99.07 100.04 98.49
S2 97.90 97.90 99.85
S3 95.85 97.02 99.67
S4 93.80 94.97 99.10
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.32 105.49 98.69
R3 103.89 102.06 97.74
R2 100.46 100.46 97.43
R1 98.63 98.63 97.11 97.83
PP 97.03 97.03 97.03 96.63
S1 95.20 95.20 96.49 94.40
S2 93.60 93.60 96.17
S3 90.17 91.77 95.86
S4 86.74 88.34 94.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.34 95.50 5.84 5.8% 2.40 2.4% 81% False False 31,612
10 102.55 95.43 7.12 7.1% 2.58 2.6% 67% False False 38,212
20 102.55 90.12 12.43 12.4% 2.48 2.5% 81% False False 32,935
40 102.55 80.26 22.29 22.2% 2.56 2.6% 90% False False 31,264
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.55
2.618 106.21
1.618 104.16
1.000 102.89
0.618 102.11
HIGH 100.84
0.618 100.06
0.500 99.82
0.382 99.57
LOW 98.79
0.618 97.52
1.000 96.74
1.618 95.47
2.618 93.42
4.250 90.08
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 100.09 99.96
PP 99.95 99.68
S1 99.82 99.41

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

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