NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 98.99 101.80 2.81 2.8% 94.09
High 102.60 103.20 0.60 0.6% 98.70
Low 98.28 98.33 0.05 0.1% 93.19
Close 102.38 98.89 -3.49 -3.4% 98.63
Range 4.32 4.87 0.55 12.7% 5.51
ATR 2.74 2.89 0.15 5.6% 0.00
Volume 41,837 82,234 40,397 96.6% 171,330
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 114.75 111.69 101.57
R3 109.88 106.82 100.23
R2 105.01 105.01 99.78
R1 101.95 101.95 99.34 101.05
PP 100.14 100.14 100.14 99.69
S1 97.08 97.08 98.44 96.18
S2 95.27 95.27 98.00
S3 90.40 92.21 97.55
S4 85.53 87.34 96.21
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 113.37 111.51 101.66
R3 107.86 106.00 100.15
R2 102.35 102.35 99.64
R1 100.49 100.49 99.14 101.42
PP 96.84 96.84 96.84 97.31
S1 94.98 94.98 98.12 95.91
S2 91.33 91.33 97.62
S3 85.82 89.47 97.11
S4 80.31 83.96 95.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.20 97.02 6.18 6.2% 2.92 3.0% 30% True False 45,116
10 103.20 92.80 10.40 10.5% 2.64 2.7% 59% True False 39,775
20 103.20 86.50 16.70 16.9% 2.76 2.8% 74% True False 38,593
40 103.20 75.90 27.30 27.6% 2.91 2.9% 84% True False 28,941
60 103.20 75.90 27.30 27.6% 2.78 2.8% 84% True False 23,758
80 103.20 75.90 27.30 27.6% 2.90 2.9% 84% True False 19,924
100 103.20 75.90 27.30 27.6% 2.67 2.7% 84% True False 17,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 123.90
2.618 115.95
1.618 111.08
1.000 108.07
0.618 106.21
HIGH 103.20
0.618 101.34
0.500 100.77
0.382 100.19
LOW 98.33
0.618 95.32
1.000 93.46
1.618 90.45
2.618 85.58
4.250 77.63
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 100.77 100.40
PP 100.14 99.90
S1 99.52 99.39

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

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