NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	96.87	96.21	-0.66	-0.7%	96.02
High	96.91	96.76	-0.15	-0.2%	98.15
Low	95.90	95.50	-0.40	-0.4%	95.50
Close	96.49	96.31	-0.18	-0.2%	96.31
Range	1.01	1.26	0.25	24.8%	2.65
ATR
Volume	4,467	3,075	-1,392	-31.2%	18,291

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.97	99.40	97.00
R3	98.71	98.14	96.66
R2	97.45	97.45	96.54
R1	96.88	96.88	96.43	97.17
PP	96.19	96.19	96.19	96.33
S1	95.62	95.62	96.19	95.91
S2	94.93	94.93	96.08
S3	93.67	94.36	95.96
S4	92.41	93.10	95.62

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.60	103.11	97.77
R3	101.95	100.46	97.04
R2	99.30	99.30	96.80
R1	97.81	97.81	96.55	98.56
PP	96.65	96.65	96.65	97.03
S1	95.16	95.16	96.07	95.91
S2	94.00	94.00	95.82
S3	91.35	92.51	95.58
S4	88.70	89.86	94.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.15	95.50	2.65	2.8%	0.95	1.0%	31%	False	True	5,389
10	101.58	95.50	6.08	6.3%	1.52	1.6%	13%	False	True	5,229

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	0.22
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	102.12
2.618	100.06
1.618	98.80
1.000	98.02
0.618	97.54
HIGH	96.76
0.618	96.28
0.500	96.13
0.382	95.98
LOW	95.50
0.618	94.72
1.000	94.24
1.618	93.46
2.618	92.20
4.250	90.15

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	96.25	96.83
PP	96.19	96.65
S1	96.13	96.48

Download as Excel Spreadsheet

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

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