NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 97.21 99.09 1.88 1.9% 94.13
High 98.87 99.31 0.44 0.4% 98.87
Low 97.14 97.18 0.04 0.0% 93.07
Close 98.74 98.15 -0.59 -0.6% 98.74
Range 1.73 2.13 0.40 23.1% 5.80
ATR 2.84 2.79 -0.05 -1.8% 0.00
Volume 35,806 51,346 15,540 43.4% 214,864
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 104.60 103.51 99.32
R3 102.47 101.38 98.74
R2 100.34 100.34 98.54
R1 99.25 99.25 98.35 98.73
PP 98.21 98.21 98.21 97.96
S1 97.12 97.12 97.95 96.60
S2 96.08 96.08 97.76
S3 93.95 94.99 97.56
S4 91.82 92.86 96.98
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 114.29 112.32 101.93
R3 108.49 106.52 100.34
R2 102.69 102.69 99.80
R1 100.72 100.72 99.27 101.71
PP 96.89 96.89 96.89 97.39
S1 94.92 94.92 98.21 95.91
S2 91.09 91.09 97.68
S3 85.29 89.12 97.15
S4 79.49 83.32 95.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.31 94.39 4.92 5.0% 2.33 2.4% 76% True False 46,854
10 99.31 88.96 10.35 10.5% 2.60 2.6% 89% True False 39,349
20 99.31 84.57 14.74 15.0% 2.80 2.9% 92% True False 41,810
40 99.31 75.66 23.65 24.1% 2.99 3.0% 95% True False 31,313
60 99.31 75.66 23.65 24.1% 2.80 2.9% 95% True False 24,503
80 102.42 75.66 26.76 27.3% 2.90 3.0% 84% False False 20,179
100 102.42 75.66 26.76 27.3% 2.74 2.8% 84% False False 17,235
120 105.34 75.66 29.68 30.2% 2.65 2.7% 76% False False 15,190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.36
2.618 104.89
1.618 102.76
1.000 101.44
0.618 100.63
HIGH 99.31
0.618 98.50
0.500 98.25
0.382 97.99
LOW 97.18
0.618 95.86
1.000 95.05
1.618 93.73
2.618 91.60
4.250 88.13
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 98.25 97.82
PP 98.21 97.50
S1 98.18 97.17

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

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