NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 98.33 97.69 -0.64 -0.7% 93.73
High 98.73 101.60 2.87 2.9% 97.87
Low 97.05 97.69 0.64 0.7% 93.12
Close 98.45 101.47 3.02 3.1% 97.89
Range 1.68 3.91 2.23 132.7% 4.75
ATR 2.09 2.22 0.13 6.2% 0.00
Volume 5,242 4,943 -299 -5.7% 27,576
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 111.98 110.64 103.62
R3 108.07 106.73 102.55
R2 104.16 104.16 102.19
R1 102.82 102.82 101.83 103.49
PP 100.25 100.25 100.25 100.59
S1 98.91 98.91 101.11 99.58
S2 96.34 96.34 100.75
S3 92.43 95.00 100.39
S4 88.52 91.09 99.32
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 110.54 108.97 100.50
R3 105.79 104.22 99.20
R2 101.04 101.04 98.76
R1 99.47 99.47 98.33 100.26
PP 96.29 96.29 96.29 96.69
S1 94.72 94.72 97.45 95.51
S2 91.54 91.54 97.02
S3 86.79 89.97 96.58
S4 82.04 85.22 95.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.60 94.38 7.22 7.1% 2.25 2.2% 98% True False 5,460
10 101.60 92.71 8.89 8.8% 1.87 1.8% 99% True False 5,249
20 101.60 85.15 16.45 16.2% 1.94 1.9% 99% True False 5,726
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 0.38
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 118.22
2.618 111.84
1.618 107.93
1.000 105.51
0.618 104.02
HIGH 101.60
0.618 100.11
0.500 99.65
0.382 99.18
LOW 97.69
0.618 95.27
1.000 93.78
1.618 91.36
2.618 87.45
4.250 81.07
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 100.86 100.64
PP 100.25 99.80
S1 99.65 98.97

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

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