NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 97.69 101.37 3.68 3.8% 93.73
High 101.60 101.37 -0.23 -0.2% 97.87
Low 97.69 97.85 0.16 0.2% 93.12
Close 101.47 98.32 -3.15 -3.1% 97.89
Range 3.91 3.52 -0.39 -10.0% 4.75
ATR 2.22 2.32 0.10 4.5% 0.00
Volume 4,943 15,269 10,326 208.9% 27,576
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 109.74 107.55 100.26
R3 106.22 104.03 99.29
R2 102.70 102.70 98.97
R1 100.51 100.51 98.64 99.85
PP 99.18 99.18 99.18 98.85
S1 96.99 96.99 98.00 96.33
S2 95.66 95.66 97.67
S3 92.14 93.47 97.35
S4 88.62 89.95 96.38
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 96.34 5.26 5.3% 2.42 2.5% 38% False False 7,074
10 101.60 92.71 8.89 9.0% 2.19 2.2% 63% False False 6,361
20 101.60 86.96 14.64 14.9% 1.99 2.0% 78% False False 6,374
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.33
2.618 110.59
1.618 107.07
1.000 104.89
0.618 103.55
HIGH 101.37
0.618 100.03
0.500 99.61
0.382 99.19
LOW 97.85
0.618 95.67
1.000 94.33
1.618 92.15
2.618 88.63
4.250 82.89
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 99.61 99.33
PP 99.18 98.99
S1 98.75 98.66

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

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