NYMEX Light Sweet Crude Oil Future July 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 99.64 96.86 -2.78 -2.8% 97.82
High 99.64 97.26 -2.38 -2.4% 101.60
Low 96.53 95.38 -1.15 -1.2% 96.34
Close 97.28 96.85 -0.43 -0.4% 97.28
Range 3.11 1.88 -1.23 -39.5% 5.26
ATR 2.38 2.34 -0.03 -1.4% 0.00
Volume 9,772 12,701 2,929 30.0% 39,905
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 102.14 101.37 97.88
R3 100.26 99.49 97.37
R2 98.38 98.38 97.19
R1 97.61 97.61 97.02 97.06
PP 96.50 96.50 96.50 96.22
S1 95.73 95.73 96.68 95.18
S2 94.62 94.62 96.51
S3 92.74 93.85 96.33
S4 90.86 91.97 95.82
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 114.19 110.99 100.17
R3 108.93 105.73 98.73
R2 103.67 103.67 98.24
R1 100.47 100.47 97.76 99.44
PP 98.41 98.41 98.41 97.89
S1 95.21 95.21 96.80 94.18
S2 93.15 93.15 96.32
S3 87.89 89.95 95.83
S4 82.63 84.69 94.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.60 95.38 6.22 6.4% 2.82 2.9% 24% False True 9,585
10 101.60 93.88 7.72 8.0% 2.37 2.4% 38% False False 7,726
20 101.60 89.40 12.20 12.6% 1.97 2.0% 61% False False 7,093
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.25
2.618 102.18
1.618 100.30
1.000 99.14
0.618 98.42
HIGH 97.26
0.618 96.54
0.500 96.32
0.382 96.10
LOW 95.38
0.618 94.22
1.000 93.50
1.618 92.34
2.618 90.46
4.250 87.39
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 96.67 98.38
PP 96.50 97.87
S1 96.32 97.36

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

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