NYMEX Light Sweet Crude Oil Future January 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 98.65 97.54 -1.11 -1.1% 99.06
High 100.30 97.86 -2.44 -2.4% 103.37
Low 96.70 95.24 -1.46 -1.5% 96.70
Close 97.67 96.92 -0.75 -0.8% 97.67
Range 3.60 2.62 -0.98 -27.2% 6.67
ATR 3.16 3.12 -0.04 -1.2% 0.00
Volume 328,888 261,109 -67,779 -20.6% 1,176,353
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 104.53 103.35 98.36
R3 101.91 100.73 97.64
R2 99.29 99.29 97.40
R1 98.11 98.11 97.16 97.39
PP 96.67 96.67 96.67 96.32
S1 95.49 95.49 96.68 94.77
S2 94.05 94.05 96.44
S3 91.43 92.87 96.20
S4 88.81 90.25 95.48
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 119.26 115.13 101.34
R3 112.59 108.46 99.50
R2 105.92 105.92 98.89
R1 101.79 101.79 98.28 100.52
PP 99.25 99.25 99.25 98.61
S1 95.12 95.12 97.06 93.85
S2 92.58 92.58 96.45
S3 85.91 88.45 95.84
S4 79.24 81.78 94.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.37 95.24 8.13 8.4% 3.60 3.7% 21% False True 261,088
10 103.37 94.43 8.94 9.2% 3.04 3.1% 28% False False 193,870
20 103.37 89.05 14.32 14.8% 2.98 3.1% 55% False False 147,299
40 103.37 75.35 28.02 28.9% 3.10 3.2% 77% False False 100,028
60 103.37 75.35 28.02 28.9% 3.04 3.1% 77% False False 76,092
80 103.37 75.35 28.02 28.9% 3.18 3.3% 77% False False 60,977
100 103.37 75.35 28.02 28.9% 2.99 3.1% 77% False False 50,555
120 104.25 75.35 28.90 29.8% 2.86 3.0% 75% False False 43,633
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 0.81
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.00
2.618 104.72
1.618 102.10
1.000 100.48
0.618 99.48
HIGH 97.86
0.618 96.86
0.500 96.55
0.382 96.24
LOW 95.24
0.618 93.62
1.000 92.62
1.618 91.00
2.618 88.38
4.250 84.11
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 96.80 99.31
PP 96.67 98.51
S1 96.55 97.72

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

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