NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	101.58	98.38	-3.20	-3.2%	98.03
High	102.80	99.82	-2.98	-2.9%	102.80
Low	98.29	97.04	-1.25	-1.3%	96.81
Close	98.74	97.57	-1.17	-1.2%	97.57
Range	4.51	2.78	-1.73	-38.4%	5.99
ATR	2.57	2.59	0.01	0.6%	0.00
Volume	27,309	17,669	-9,640	-35.3%	76,910

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.48	104.81	99.10
R3	103.70	102.03	98.33
R2	100.92	100.92	98.08
R1	99.25	99.25	97.82	98.70
PP	98.14	98.14	98.14	97.87
S1	96.47	96.47	97.32	95.92
S2	95.36	95.36	97.06
S3	92.58	93.69	96.81
S4	89.80	90.91	96.04

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	117.03	113.29	100.86
R3	111.04	107.30	99.22
R2	105.05	105.05	98.67
R1	101.31	101.31	98.12	100.19
PP	99.06	99.06	99.06	98.50
S1	95.32	95.32	97.02	94.20
S2	93.07	93.07	96.47
S3	87.08	89.33	95.92
S4	81.09	83.34	94.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.80	96.81	5.99	6.1%	2.93	3.0%	13%	False	False	15,382
10	102.80	93.95	8.85	9.1%	2.44	2.5%	41%	False	False	13,862
20	102.80	88.04	14.76	15.1%	2.30	2.4%	65%	False	False	14,459
40	102.80	76.44	26.36	27.0%	2.51	2.6%	80%	False	False	11,186
60	102.80	76.44	26.36	27.0%	2.36	2.4%	80%	False	False	9,586

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.46
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.64
2.618	107.10
1.618	104.32
1.000	102.60
0.618	101.54
HIGH	99.82
0.618	98.76
0.500	98.43
0.382	98.10
LOW	97.04
0.618	95.32
1.000	94.26
1.618	92.54
2.618	89.76
4.250	85.23

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	98.43	99.92
PP	98.14	99.14
S1	97.86	98.35

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