NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 98.50 98.08 -0.42 -0.4% 94.02
High 98.56 99.38 0.82 0.8% 98.51
Low 96.92 97.62 0.70 0.7% 93.48
Close 97.99 99.12 1.13 1.2% 98.49
Range 1.64 1.76 0.12 7.3% 5.03
ATR 2.49 2.44 -0.05 -2.1% 0.00
Volume 14,785 11,878 -2,907 -19.7% 76,165
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.99 103.31 100.09
R3 102.23 101.55 99.60
R2 100.47 100.47 99.44
R1 99.79 99.79 99.28 100.13
PP 98.71 98.71 98.71 98.88
S1 98.03 98.03 98.96 98.37
S2 96.95 96.95 98.80
S3 95.19 96.27 98.64
S4 93.43 94.51 98.15
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 111.92 110.23 101.26
R3 106.89 105.20 99.87
R2 101.86 101.86 99.41
R1 100.17 100.17 98.95 101.02
PP 96.83 96.83 96.83 97.25
S1 95.14 95.14 98.03 95.99
S2 91.80 91.80 97.57
S3 86.77 90.11 97.11
S4 81.74 85.08 95.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.38 94.22 5.16 5.2% 2.11 2.1% 95% True False 14,982
10 99.38 90.40 8.98 9.1% 2.11 2.1% 97% True False 15,067
20 99.38 84.94 14.44 14.6% 2.36 2.4% 98% True False 15,389
40 99.38 76.15 23.23 23.4% 2.67 2.7% 99% True False 12,166
60 99.38 76.15 23.23 23.4% 2.54 2.6% 99% True False 10,518
80 102.67 76.15 26.52 26.8% 2.61 2.6% 87% False False 9,161
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.86
2.618 103.99
1.618 102.23
1.000 101.14
0.618 100.47
HIGH 99.38
0.618 98.71
0.500 98.50
0.382 98.29
LOW 97.62
0.618 96.53
1.000 95.86
1.618 94.77
2.618 93.01
4.250 90.14
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 98.91 98.80
PP 98.71 98.47
S1 98.50 98.15

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

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