NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 100.02 101.18 1.16 1.2% 97.29
High 101.35 102.30 0.95 0.9% 101.35
Low 99.88 100.30 0.42 0.4% 97.17
Close 100.92 101.08 0.16 0.2% 100.92
Range 1.47 2.00 0.53 36.1% 4.18
ATR 2.54 2.50 -0.04 -1.5% 0.00
Volume 40,335 31,825 -8,510 -21.1% 169,827
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 107.23 106.15 102.18
R3 105.23 104.15 101.63
R2 103.23 103.23 101.45
R1 102.15 102.15 101.26 101.69
PP 101.23 101.23 101.23 101.00
S1 100.15 100.15 100.90 99.69
S2 99.23 99.23 100.71
S3 97.23 98.15 100.53
S4 95.23 96.15 99.98
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 112.35 110.82 103.22
R3 108.17 106.64 102.07
R2 103.99 103.99 101.69
R1 102.46 102.46 101.30 103.23
PP 99.81 99.81 99.81 100.20
S1 98.28 98.28 100.54 99.05
S2 95.63 95.63 100.15
S3 91.45 94.10 99.77
S4 87.27 89.92 98.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.30 97.47 4.83 4.8% 2.08 2.1% 75% True False 37,196
10 102.30 95.43 6.87 6.8% 2.17 2.1% 82% True False 33,713
20 102.55 93.19 9.36 9.3% 2.40 2.4% 84% False False 34,150
40 102.55 84.11 18.44 18.2% 2.49 2.5% 92% False False 31,676
60 102.55 76.65 25.90 25.6% 2.65 2.6% 94% False False 27,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.80
2.618 107.54
1.618 105.54
1.000 104.30
0.618 103.54
HIGH 102.30
0.618 101.54
0.500 101.30
0.382 101.06
LOW 100.30
0.618 99.06
1.000 98.30
1.618 97.06
2.618 95.06
4.250 91.80
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 101.30 100.90
PP 101.23 100.72
S1 101.15 100.55

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

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