NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 97.89 97.64 -0.25 -0.3% 96.86
High 99.92 99.34 -0.58 -0.6% 98.50
Low 97.16 97.44 0.28 0.3% 95.38
Close 97.92 99.11 1.19 1.2% 96.59
Range 2.76 1.90 -0.86 -31.2% 3.12
ATR 2.31 2.28 -0.03 -1.3% 0.00
Volume 3,659 8,542 4,883 133.5% 34,098
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 104.33 103.62 100.16
R3 102.43 101.72 99.63
R2 100.53 100.53 99.46
R1 99.82 99.82 99.28 100.18
PP 98.63 98.63 98.63 98.81
S1 97.92 97.92 98.94 98.28
S2 96.73 96.73 98.76
S3 94.83 96.02 98.59
S4 92.93 94.12 98.07
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 106.18 104.51 98.31
R3 103.06 101.39 97.45
R2 99.94 99.94 97.16
R1 98.27 98.27 96.88 97.55
PP 96.82 96.82 96.82 96.46
S1 95.15 95.15 96.30 94.43
S2 93.70 93.70 96.02
S3 90.58 92.03 95.73
S4 87.46 88.91 94.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.92 95.85 4.07 4.1% 1.71 1.7% 80% False False 6,719
10 101.60 95.38 6.22 6.3% 2.26 2.3% 60% False False 8,152
20 101.60 89.40 12.20 12.3% 1.89 1.9% 80% False False 6,660
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.42
2.618 104.31
1.618 102.41
1.000 101.24
0.618 100.51
HIGH 99.34
0.618 98.61
0.500 98.39
0.382 98.17
LOW 97.44
0.618 96.27
1.000 95.54
1.618 94.37
2.618 92.47
4.250 89.37
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 98.87 98.70
PP 98.63 98.29
S1 98.39 97.89

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

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