NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	98.33	97.69	-0.64	-0.7%	93.73
High	98.73	101.60	2.87	2.9%	97.87
Low	97.05	97.69	0.64	0.7%	93.12
Close	98.45	101.47	3.02	3.1%	97.89
Range	1.68	3.91	2.23	132.7%	4.75
ATR	2.09	2.22	0.13	6.2%	0.00
Volume	5,242	4,943	-299	-5.7%	27,576

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.98	110.64	103.62
R3	108.07	106.73	102.55
R2	104.16	104.16	102.19
R1	102.82	102.82	101.83	103.49
PP	100.25	100.25	100.25	100.59
S1	98.91	98.91	101.11	99.58
S2	96.34	96.34	100.75
S3	92.43	95.00	100.39
S4	88.52	91.09	99.32

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.54	108.97	100.50
R3	105.79	104.22	99.20
R2	101.04	101.04	98.76
R1	99.47	99.47	98.33	100.26
PP	96.29	96.29	96.29	96.69
S1	94.72	94.72	97.45	95.51
S2	91.54	91.54	97.02
S3	86.79	89.97	96.58
S4	82.04	85.22	95.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.60	94.38	7.22	7.1%	2.25	2.2%	98%	True	False	5,460
10	101.60	92.71	8.89	8.8%	1.87	1.8%	99%	True	False	5,249
20	101.60	85.15	16.45	16.2%	1.94	1.9%	99%	True	False	5,726

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	118.22
2.618	111.84
1.618	107.93
1.000	105.51
0.618	104.02
HIGH	101.60
0.618	100.11
0.500	99.65
0.382	99.18
LOW	97.69
0.618	95.27
1.000	93.78
1.618	91.36
2.618	87.45
4.250	81.07

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	100.86	100.64
PP	100.25	99.80
S1	99.65	98.97

Download as Excel Spreadsheet

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

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