NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 97.10 97.92 0.82 0.8% 99.09
High 98.82 97.95 -0.87 -0.9% 103.28
Low 96.63 95.54 -1.09 -1.1% 96.70
Close 98.19 96.37 -1.82 -1.9% 97.63
Range 2.19 2.41 0.22 10.0% 6.58
ATR 2.95 2.93 -0.02 -0.7% 0.00
Volume 65,027 77,128 12,101 18.6% 320,525
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.85 102.52 97.70
R3 101.44 100.11 97.03
R2 99.03 99.03 96.81
R1 97.70 97.70 96.59 97.16
PP 96.62 96.62 96.62 96.35
S1 95.29 95.29 96.15 94.75
S2 94.21 94.21 95.93
S3 91.80 92.88 95.71
S4 89.39 90.47 95.04
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 118.94 114.87 101.25
R3 112.36 108.29 99.44
R2 105.78 105.78 98.84
R1 101.71 101.71 98.23 100.46
PP 99.20 99.20 99.20 98.58
S1 95.13 95.13 97.03 93.88
S2 92.62 92.62 96.42
S3 86.04 88.55 95.82
S4 79.46 81.97 94.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.28 95.31 7.97 8.3% 3.12 3.2% 13% False False 74,887
10 103.28 95.03 8.25 8.6% 2.89 3.0% 16% False False 62,799
20 103.28 88.96 14.32 14.9% 2.75 2.8% 52% False False 50,712
40 103.28 75.66 27.62 28.7% 2.90 3.0% 75% False False 40,549
60 103.28 75.66 27.62 28.7% 2.90 3.0% 75% False False 31,828
80 103.28 75.66 27.62 28.7% 2.99 3.1% 75% False False 25,763
100 103.28 75.66 27.62 28.7% 2.86 3.0% 75% False False 21,680
120 104.37 75.66 28.71 29.8% 2.72 2.8% 72% False False 18,980
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.19
2.618 104.26
1.618 101.85
1.000 100.36
0.618 99.44
HIGH 97.95
0.618 97.03
0.500 96.75
0.382 96.46
LOW 95.54
0.618 94.05
1.000 93.13
1.618 91.64
2.618 89.23
4.250 85.30
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 96.75 97.07
PP 96.62 96.83
S1 96.50 96.60

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

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