NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 100.70 101.60 0.90 0.9% 97.72
High 101.72 102.28 0.56 0.6% 101.86
Low 100.53 100.02 -0.51 -0.5% 97.37
Close 101.62 100.86 -0.76 -0.7% 101.22
Range 1.19 2.26 1.07 89.9% 4.49
ATR 2.57 2.55 -0.02 -0.9% 0.00
Volume 33,854 36,848 2,994 8.8% 202,336
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 107.83 106.61 102.10
R3 105.57 104.35 101.48
R2 103.31 103.31 101.27
R1 102.09 102.09 101.07 101.57
PP 101.05 101.05 101.05 100.80
S1 99.83 99.83 100.65 99.31
S2 98.79 98.79 100.45
S3 96.53 97.57 100.24
S4 94.27 95.31 99.62
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 113.62 111.91 103.69
R3 109.13 107.42 102.45
R2 104.64 104.64 102.04
R1 102.93 102.93 101.63 103.79
PP 100.15 100.15 100.15 100.58
S1 98.44 98.44 100.81 99.30
S2 95.66 95.66 100.40
S3 91.17 93.95 99.99
S4 86.68 89.46 98.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.68 99.03 3.65 3.6% 1.91 1.9% 50% False False 38,518
10 102.68 95.30 7.38 7.3% 2.32 2.3% 75% False False 40,516
20 103.20 94.38 8.82 8.7% 2.57 2.6% 73% False False 41,888
40 103.20 84.05 19.15 19.0% 2.62 2.6% 88% False False 36,793
60 103.20 75.90 27.30 27.1% 2.76 2.7% 91% False False 29,922
80 103.20 75.90 27.30 27.1% 2.73 2.7% 91% False False 25,274
100 103.20 75.90 27.30 27.1% 2.76 2.7% 91% False False 21,727
120 103.20 75.90 27.30 27.1% 2.59 2.6% 91% False False 19,046
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.89
2.618 108.20
1.618 105.94
1.000 104.54
0.618 103.68
HIGH 102.28
0.618 101.42
0.500 101.15
0.382 100.88
LOW 100.02
0.618 98.62
1.000 97.76
1.618 96.36
2.618 94.10
4.250 90.42
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 101.15 101.35
PP 101.05 101.19
S1 100.96 101.02

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

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