NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 98.00 96.01 -1.99 -2.0% 97.30
High 98.04 97.71 -0.33 -0.3% 98.91
Low 95.74 95.30 -0.44 -0.5% 95.30
Close 96.56 97.03 0.47 0.5% 97.03
Range 2.30 2.41 0.11 4.8% 3.61
ATR 2.81 2.78 -0.03 -1.0% 0.00
Volume 52,570 43,709 -8,861 -16.9% 182,535
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.91 102.88 98.36
R3 101.50 100.47 97.69
R2 99.09 99.09 97.47
R1 98.06 98.06 97.25 98.58
PP 96.68 96.68 96.68 96.94
S1 95.65 95.65 96.81 96.17
S2 94.27 94.27 96.59
S3 91.86 93.24 96.37
S4 89.45 90.83 95.70
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 107.91 106.08 99.02
R3 104.30 102.47 98.02
R2 100.69 100.69 97.69
R1 98.86 98.86 97.36 97.97
PP 97.08 97.08 97.08 96.64
S1 95.25 95.25 96.70 94.36
S2 93.47 93.47 96.37
S3 89.86 91.64 96.04
S4 86.25 88.03 95.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.23 95.30 4.93 5.1% 2.51 2.6% 35% False True 45,376
10 103.20 95.30 7.90 8.1% 2.72 2.8% 22% False True 45,246
20 103.20 88.85 14.35 14.8% 2.60 2.7% 57% False False 38,724
40 103.20 75.90 27.30 28.1% 2.76 2.8% 77% False False 32,631
60 103.20 75.90 27.30 28.1% 2.81 2.9% 77% False False 26,875
80 103.20 75.90 27.30 28.1% 2.92 3.0% 77% False False 22,457
100 103.20 75.90 27.30 28.1% 2.73 2.8% 77% False False 19,166
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.95
2.618 104.02
1.618 101.61
1.000 100.12
0.618 99.20
HIGH 97.71
0.618 96.79
0.500 96.51
0.382 96.22
LOW 95.30
0.618 93.81
1.000 92.89
1.618 91.40
2.618 88.99
4.250 85.06
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 96.86 97.11
PP 96.68 97.08
S1 96.51 97.06

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

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