NYMEX Light Sweet Crude Oil Future January 2012


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Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 99.06 98.11 -0.95 -1.0% 94.19
High 99.57 99.86 0.29 0.3% 99.08
Low 97.22 97.61 0.39 0.4% 93.14
Close 98.22 99.43 1.21 1.2% 98.89
Range 2.35 2.25 -0.10 -4.3% 5.94
ATR 2.91 2.87 -0.05 -1.6% 0.00
Volume 132,019 159,897 27,878 21.1% 588,136
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 105.72 104.82 100.67
R3 103.47 102.57 100.05
R2 101.22 101.22 99.84
R1 100.32 100.32 99.64 100.77
PP 98.97 98.97 98.97 99.19
S1 98.07 98.07 99.22 98.52
S2 96.72 96.72 99.02
S3 94.47 95.82 98.81
S4 92.22 93.57 98.19
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 114.86 112.81 102.16
R3 108.92 106.87 100.52
R2 102.98 102.98 99.98
R1 100.93 100.93 99.43 101.96
PP 97.04 97.04 97.04 97.55
S1 94.99 94.99 98.35 96.02
S2 91.10 91.10 97.80
S3 85.16 89.05 97.26
S4 79.22 83.11 95.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.86 94.43 5.43 5.5% 2.56 2.6% 92% True False 137,117
10 99.86 90.76 9.10 9.2% 2.59 2.6% 95% True False 110,801
20 99.86 84.38 15.48 15.6% 2.89 2.9% 97% True False 101,679
40 99.86 75.35 24.51 24.7% 3.12 3.1% 98% True False 74,791
60 99.86 75.35 24.51 24.7% 2.95 3.0% 98% True False 58,200
80 102.12 75.35 26.77 26.9% 3.09 3.1% 90% False False 47,053
100 102.12 75.35 26.77 26.9% 2.91 2.9% 90% False False 39,436
120 105.30 75.35 29.95 30.1% 2.80 2.8% 80% False False 34,346
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.42
2.618 105.75
1.618 103.50
1.000 102.11
0.618 101.25
HIGH 99.86
0.618 99.00
0.500 98.74
0.382 98.47
LOW 97.61
0.618 96.22
1.000 95.36
1.618 93.97
2.618 91.72
4.250 88.05
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 99.20 99.13
PP 98.97 98.84
S1 98.74 98.54

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

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