NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 100.20 101.46 1.26 1.3% 98.83
High 101.59 102.45 0.86 0.8% 101.59
Low 99.97 100.72 0.75 0.8% 97.38
Close 101.15 101.28 0.13 0.1% 101.15
Range 1.62 1.73 0.11 6.8% 4.21
ATR 2.39 2.35 -0.05 -2.0% 0.00
Volume 13,364 11,672 -1,692 -12.7% 67,162
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 106.67 105.71 102.23
R3 104.94 103.98 101.76
R2 103.21 103.21 101.60
R1 102.25 102.25 101.44 101.87
PP 101.48 101.48 101.48 101.29
S1 100.52 100.52 101.12 100.14
S2 99.75 99.75 100.96
S3 98.02 98.79 100.80
S4 96.29 97.06 100.33
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 112.67 111.12 103.47
R3 108.46 106.91 102.31
R2 104.25 104.25 101.92
R1 102.70 102.70 101.54 103.48
PP 100.04 100.04 100.04 100.43
S1 98.49 98.49 100.76 99.27
S2 95.83 95.83 100.38
S3 91.62 94.28 99.99
S4 87.41 90.07 98.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.45 97.78 4.67 4.6% 1.95 1.9% 75% True False 14,216
10 102.45 95.45 7.00 6.9% 2.01 2.0% 83% True False 13,080
20 102.80 93.95 8.85 8.7% 2.22 2.2% 83% False False 13,471
40 102.80 84.03 18.77 18.5% 2.27 2.2% 92% False False 12,690
60 102.80 76.44 26.36 26.0% 2.42 2.4% 94% False False 10,783
80 102.80 76.44 26.36 26.0% 2.31 2.3% 94% False False 9,591
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.80
2.618 106.98
1.618 105.25
1.000 104.18
0.618 103.52
HIGH 102.45
0.618 101.79
0.500 101.59
0.382 101.38
LOW 100.72
0.618 99.65
1.000 98.99
1.618 97.92
2.618 96.19
4.250 93.37
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 101.59 101.09
PP 101.48 100.90
S1 101.38 100.72

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

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