NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 100.53 101.47 0.94 0.9% 97.29
High 101.54 102.01 0.47 0.5% 101.35
Low 100.39 99.91 -0.48 -0.5% 97.17
Close 101.47 100.92 -0.55 -0.5% 100.92
Range 1.15 2.10 0.95 82.6% 4.18
ATR 2.40 2.38 -0.02 -0.9% 0.00
Volume 24,883 24,176 -707 -2.8% 169,827
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 107.25 106.18 102.08
R3 105.15 104.08 101.50
R2 103.05 103.05 101.31
R1 101.98 101.98 101.11 101.47
PP 100.95 100.95 100.95 100.69
S1 99.88 99.88 100.73 99.37
S2 98.85 98.85 100.54
S3 96.75 97.78 100.34
S4 94.65 95.68 99.77
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
5 102.30 98.79 3.51 3.5% 1.75 1.7% 61% False False 32,803
10 102.30 95.50 6.80 6.7% 2.06 2.0% 80% False False 31,485
20 102.55 94.04 8.51 8.4% 2.37 2.3% 81% False False 34,397
40 102.55 84.37 18.18 18.0% 2.45 2.4% 91% False False 31,935
60 102.55 76.65 25.90 25.7% 2.61 2.6% 94% False False 28,015
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.94
2.618 107.51
1.618 105.41
1.000 104.11
0.618 103.31
HIGH 102.01
0.618 101.21
0.500 100.96
0.382 100.71
LOW 99.91
0.618 98.61
1.000 97.81
1.618 96.51
2.618 94.41
4.250 90.99
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 100.96 101.11
PP 100.95 101.04
S1 100.93 100.98

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

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