NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 100.48 101.01 0.53 0.5% 97.89
High 101.23 101.04 -0.19 -0.2% 101.00
Low 100.16 100.04 -0.12 -0.1% 97.16
Close 101.19 100.69 -0.50 -0.5% 100.63
Range 1.07 1.00 -0.07 -6.5% 3.84
ATR 1.98 1.92 -0.06 -3.0% 0.00
Volume 5,242 3,722 -1,520 -29.0% 36,636
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 103.59 103.14 101.24
R3 102.59 102.14 100.97
R2 101.59 101.59 100.87
R1 101.14 101.14 100.78 100.87
PP 100.59 100.59 100.59 100.45
S1 100.14 100.14 100.60 99.87
S2 99.59 99.59 100.51
S3 98.59 99.14 100.42
S4 97.59 98.14 100.14
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 111.12 109.71 102.74
R3 107.28 105.87 101.69
R2 103.44 103.44 101.33
R1 102.03 102.03 100.98 102.74
PP 99.60 99.60 99.60 99.95
S1 98.19 98.19 100.28 98.90
S2 95.76 95.76 99.93
S3 91.92 94.35 99.57
S4 88.08 90.51 98.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.71 98.63 3.08 3.1% 1.16 1.2% 67% False False 6,568
10 101.71 95.85 5.86 5.8% 1.42 1.4% 83% False False 6,702
20 101.71 93.88 7.83 7.8% 1.90 1.9% 87% False False 7,289
40 101.71 84.58 17.13 17.0% 1.93 1.9% 94% False False 6,258
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.29
2.618 103.66
1.618 102.66
1.000 102.04
0.618 101.66
HIGH 101.04
0.618 100.66
0.500 100.54
0.382 100.42
LOW 100.04
0.618 99.42
1.000 99.04
1.618 98.42
2.618 97.42
4.250 95.79
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 100.64 100.88
PP 100.59 100.81
S1 100.54 100.75

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

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