NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 97.01 97.35 0.34 0.4% 98.50
High 98.90 97.51 -1.39 -1.4% 103.08
Low 96.80 96.04 -0.76 -0.8% 96.85
Close 98.46 96.70 -1.76 -1.8% 97.61
Range 2.10 1.47 -0.63 -30.0% 6.23
ATR 2.65 2.63 -0.02 -0.6% 0.00
Volume 20,576 18,373 -2,203 -10.7% 89,461
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 101.16 100.40 97.51
R3 99.69 98.93 97.10
R2 98.22 98.22 96.97
R1 97.46 97.46 96.83 97.11
PP 96.75 96.75 96.75 96.57
S1 95.99 95.99 96.57 95.64
S2 95.28 95.28 96.43
S3 93.81 94.52 96.30
S4 92.34 93.05 95.89
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 117.87 113.97 101.04
R3 111.64 107.74 99.32
R2 105.41 105.41 98.75
R1 101.51 101.51 98.18 100.35
PP 99.18 99.18 99.18 98.60
S1 95.28 95.28 97.04 94.12
S2 92.95 92.95 96.47
S3 86.72 89.05 95.90
S4 80.49 82.82 94.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.08 95.50 7.58 7.8% 2.71 2.8% 16% False False 21,341
10 103.08 94.92 8.16 8.4% 2.51 2.6% 22% False False 17,968
20 103.08 89.34 13.74 14.2% 2.37 2.4% 54% False False 16,127
40 103.08 76.15 26.93 27.8% 2.57 2.7% 76% False False 14,035
60 103.08 76.15 26.93 27.8% 2.61 2.7% 76% False False 12,054
80 103.08 76.15 26.93 27.8% 2.70 2.8% 76% False False 10,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.48
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 103.76
2.618 101.36
1.618 99.89
1.000 98.98
0.618 98.42
HIGH 97.51
0.618 96.95
0.500 96.78
0.382 96.60
LOW 96.04
0.618 95.13
1.000 94.57
1.618 93.66
2.618 92.19
4.250 89.79
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 96.78 97.20
PP 96.75 97.03
S1 96.73 96.87

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

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