NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	100.51	100.00	-0.51	-0.5%	97.50
High	101.17	101.56	0.39	0.4%	101.75
Low	98.87	99.76	0.89	0.9%	97.13
Close	100.20	100.96	0.76	0.8%	100.96
Range	2.30	1.80	-0.50	-21.7%	4.62
ATR	2.98	2.90	-0.08	-2.8%	0.00
Volume	259,128	230,624	-28,504	-11.0%	1,361,707

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.16	105.36	101.95
R3	104.36	103.56	101.46
R2	102.56	102.56	101.29
R1	101.76	101.76	101.13	102.16
PP	100.76	100.76	100.76	100.96
S1	99.96	99.96	100.80	100.36
S2	98.96	98.96	100.63
S3	97.16	98.16	100.47
S4	95.36	96.36	99.97

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.81	112.00	103.50
R3	109.19	107.38	102.23
R2	104.57	104.57	101.81
R1	102.76	102.76	101.38	103.67
PP	99.95	99.95	99.95	100.40
S1	98.14	98.14	100.54	99.05
S2	95.33	95.33	100.11
S3	90.71	93.52	99.69
S4	86.09	88.90	98.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.75	97.13	4.62	4.6%	2.69	2.7%	83%	False	False	272,341
10	101.75	94.99	6.76	6.7%	2.69	2.7%	88%	False	False	269,541
20	103.37	92.79	10.58	10.5%	2.80	2.8%	77%	False	False	210,331
40	103.37	81.64	21.73	21.5%	2.89	2.9%	89%	False	False	144,670
60	103.37	75.35	28.02	27.8%	3.05	3.0%	91%	False	False	108,294
80	103.37	75.35	28.02	27.8%	3.02	3.0%	91%	False	False	85,982
100	103.37	75.35	28.02	27.8%	3.01	3.0%	91%	False	False	70,779
120	103.37	75.35	28.02	27.8%	2.89	2.9%	91%	False	False	60,483

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	0.63
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	109.21
2.618	106.27
1.618	104.47
1.000	103.36
0.618	102.67
HIGH	101.56
0.618	100.87
0.500	100.66
0.382	100.45
LOW	99.76
0.618	98.65
1.000	97.96
1.618	96.85
2.618	95.05
4.250	92.11

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	100.86	100.74
PP	100.76	100.53
S1	100.66	100.31

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols