NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	100.33	100.02	-0.31	-0.3%	97.29
High	100.84	101.35	0.51	0.5%	101.35
Low	98.79	99.88	1.09	1.1%	97.17
Close	100.23	100.92	0.69	0.7%	100.92
Range	2.05	1.47	-0.58	-28.3%	4.18
ATR	2.62	2.54	-0.08	-3.1%	0.00
Volume	42,796	40,335	-2,461	-5.8%	169,827

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.13	104.49	101.73
R3	103.66	103.02	101.32
R2	102.19	102.19	101.19
R1	101.55	101.55	101.05	101.87
PP	100.72	100.72	100.72	100.88
S1	100.08	100.08	100.79	100.40
S2	99.25	99.25	100.65
S3	97.78	98.61	100.52
S4	96.31	97.14	100.11

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.35	110.82	103.22
R3	108.17	106.64	102.07
R2	103.99	103.99	101.69
R1	102.46	102.46	101.30	103.23
PP	99.81	99.81	99.81	100.20
S1	98.28	98.28	100.54	99.05
S2	95.63	95.63	100.15
S3	91.45	94.10	99.77
S4	87.27	89.92	98.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.35	97.17	4.18	4.1%	2.30	2.3%	90%	True	False	33,965
10	101.35	95.43	5.92	5.9%	2.28	2.3%	93%	True	False	34,971
20	102.55	92.49	10.06	10.0%	2.38	2.4%	84%	False	False	33,802
40	102.55	82.26	20.29	20.1%	2.51	2.5%	92%	False	False	31,618

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 17 trading days

Fibonacci Retracements and Extensions
4.250	107.60
2.618	105.20
1.618	103.73
1.000	102.82
0.618	102.26
HIGH	101.35
0.618	100.79
0.500	100.62
0.382	100.44
LOW	99.88
0.618	98.97
1.000	98.41
1.618	97.50
2.618	96.03
4.250	93.63

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	100.82	100.62
PP	100.72	100.33
S1	100.62	100.03

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