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

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