NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 101.30 100.60 -0.70 -0.7% 97.50
High 102.56 101.56 -1.00 -1.0% 101.81
Low 100.38 100.37 -0.01 0.0% 97.30
Close 101.13 101.45 0.32 0.3% 101.09
Range 2.18 1.19 -0.99 -45.4% 4.51
ATR 2.76 2.65 -0.11 -4.1% 0.00
Volume 54,240 51,715 -2,525 -4.7% 327,406
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 104.70 104.26 102.10
R3 103.51 103.07 101.78
R2 102.32 102.32 101.67
R1 101.88 101.88 101.56 102.10
PP 101.13 101.13 101.13 101.24
S1 100.69 100.69 101.34 100.91
S2 99.94 99.94 101.23
S3 98.75 99.50 101.12
S4 97.56 98.31 100.80
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 113.60 111.85 103.57
R3 109.09 107.34 102.33
R2 104.58 104.58 101.92
R1 102.83 102.83 101.50 103.71
PP 100.07 100.07 100.07 100.50
S1 98.32 98.32 100.68 99.20
S2 95.56 95.56 100.26
S3 91.05 93.81 99.85
S4 86.54 89.30 98.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.56 98.96 3.60 3.5% 2.03 2.0% 69% False False 64,842
10 102.56 95.16 7.40 7.3% 2.35 2.3% 85% False False 64,455
20 103.28 94.39 8.89 8.8% 2.63 2.6% 79% False False 60,992
40 103.28 83.90 19.38 19.1% 2.73 2.7% 91% False False 48,902
60 103.28 75.66 27.62 27.2% 2.86 2.8% 93% False False 38,569
80 103.28 75.66 27.62 27.2% 2.82 2.8% 93% False False 31,250
100 103.28 75.66 27.62 27.2% 2.84 2.8% 93% False False 26,198
120 103.28 75.66 27.62 27.2% 2.72 2.7% 93% False False 22,711
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 106.62
2.618 104.68
1.618 103.49
1.000 102.75
0.618 102.30
HIGH 101.56
0.618 101.11
0.500 100.97
0.382 100.82
LOW 100.37
0.618 99.63
1.000 99.18
1.618 98.44
2.618 97.25
4.250 95.31
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 101.29 101.38
PP 101.13 101.30
S1 100.97 101.23

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

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