NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	97.28	98.83	1.55	1.6%	96.77
High	97.68	100.55	2.87	2.9%	98.98
Low	95.87	97.38	1.51	1.6%	95.45
Close	96.98	98.37	1.39	1.4%	96.98
Range	1.81	3.17	1.36	75.1%	3.53
ATR	2.45	2.53	0.08	3.3%	0.00
Volume	11,023	7,753	-3,270	-29.7%	51,973

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.28	106.49	100.11
R3	105.11	103.32	99.24
R2	101.94	101.94	98.95
R1	100.15	100.15	98.66	99.46
PP	98.77	98.77	98.77	98.42
S1	96.98	96.98	98.08	96.29
S2	95.60	95.60	97.79
S3	92.43	93.81	97.50
S4	89.26	90.64	96.63

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.73	105.88	98.92
R3	104.20	102.35	97.95
R2	100.67	100.67	97.63
R1	98.82	98.82	97.30	99.75
PP	97.14	97.14	97.14	97.60
S1	95.29	95.29	96.66	96.22
S2	93.61	93.61	96.33
S3	90.08	91.76	96.01
S4	86.55	88.23	95.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.55	95.45	5.10	5.2%	2.06	2.1%	57%	True	False	11,945
10	102.80	95.45	7.35	7.5%	2.49	2.5%	40%	False	False	13,663
20	102.80	88.58	14.22	14.5%	2.19	2.2%	69%	False	False	12,988
40	102.80	76.44	26.36	26.8%	2.34	2.4%	83%	False	False	11,962
60	102.80	76.44	26.36	26.8%	2.43	2.5%	83%	False	False	10,050

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	114.02
2.618	108.85
1.618	105.68
1.000	103.72
0.618	102.51
HIGH	100.55
0.618	99.34
0.500	98.97
0.382	98.59
LOW	97.38
0.618	95.42
1.000	94.21
1.618	92.25
2.618	89.08
4.250	83.91

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	98.97	98.32
PP	98.77	98.26
S1	98.57	98.21

Download as Excel Spreadsheet

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

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