NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	99.46	100.70	1.24	1.2%	97.30
High	101.86	101.29	-0.57	-0.6%	98.91
Low	99.15	99.03	-0.12	-0.1%	95.30
Close	100.55	100.45	-0.10	-0.1%	97.03
Range	2.71	2.26	-0.45	-16.6%	3.61
ATR	2.84	2.80	-0.04	-1.5%	0.00
Volume	46,618	44,314	-2,304	-4.9%	182,535

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.04	106.00	101.69
R3	104.78	103.74	101.07
R2	102.52	102.52	100.86
R1	101.48	101.48	100.66	100.87
PP	100.26	100.26	100.26	99.95
S1	99.22	99.22	100.24	98.61
S2	98.00	98.00	100.04
S3	95.74	96.96	99.83
S4	93.48	94.70	99.21

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	101.86	95.30	6.56	6.5%	2.72	2.7%	79%	False	False	40,864
10	103.20	95.30	7.90	7.9%	2.86	2.8%	65%	False	False	46,972
20	103.20	90.50	12.70	12.6%	2.68	2.7%	78%	False	False	40,613
40	103.20	79.75	23.45	23.3%	2.73	2.7%	88%	False	False	35,045
60	103.20	75.90	27.30	27.2%	2.81	2.8%	90%	False	False	28,476
80	103.20	75.90	27.30	27.2%	2.80	2.8%	90%	False	False	23,985
100	103.20	75.90	27.30	27.2%	2.77	2.8%	90%	False	False	20,509

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.61
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	110.90
2.618	107.21
1.618	104.95
1.000	103.55
0.618	102.69
HIGH	101.29
0.618	100.43
0.500	100.16
0.382	99.89
LOW	99.03
0.618	97.63
1.000	96.77
1.618	95.37
2.618	93.11
4.250	89.43

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	100.35	100.20
PP	100.26	99.95
S1	100.16	99.70

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols