NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 96.86 97.32 0.46 0.5% 97.82
High 97.26 98.50 1.24 1.3% 101.60
Low 95.38 97.13 1.75 1.8% 96.34
Close 96.85 98.33 1.48 1.5% 97.28
Range 1.88 1.37 -0.51 -27.1% 5.26
ATR 2.34 2.29 -0.05 -2.1% 0.00
Volume 12,701 6,254 -6,447 -50.8% 39,905
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 102.10 101.58 99.08
R3 100.73 100.21 98.71
R2 99.36 99.36 98.58
R1 98.84 98.84 98.46 99.10
PP 97.99 97.99 97.99 98.12
S1 97.47 97.47 98.20 97.73
S2 96.62 96.62 98.08
S3 95.25 96.10 97.95
S4 93.88 94.73 97.58
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 6.3% 2.76 2.8% 47% False False 9,787
10 101.60 93.88 7.72 7.9% 2.38 2.4% 58% False False 7,875
20 101.60 89.40 12.20 12.4% 1.93 2.0% 73% False False 6,832
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.32
2.618 102.09
1.618 100.72
1.000 99.87
0.618 99.35
HIGH 98.50
0.618 97.98
0.500 97.82
0.382 97.65
LOW 97.13
0.618 96.28
1.000 95.76
1.618 94.91
2.618 93.54
4.250 91.31
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 98.16 98.06
PP 97.99 97.78
S1 97.82 97.51

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

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