NYMEX Light Sweet Crude Oil Future January 2012

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

Day Change Summary
	Previous	Current
	13-May-2011	16-May-2011	Change	Change %	Previous Week
Open	101.14	100.35	-0.79	-0.8%	100.23
High	102.04	101.42	-0.62	-0.6%	105.47
Low	99.48	98.80	-0.68	-0.7%	97.08
Close	101.21	99.17	-2.04	-2.0%	101.21
Range	2.56	2.62	0.06	2.3%	8.39
ATR	3.43	3.37	-0.06	-1.7%	0.00
Volume	4,897	3,250	-1,647	-33.6%	29,433

Daily Pivots for day following 16-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.66	106.03	100.61
R3	105.04	103.41	99.89
R2	102.42	102.42	99.65
R1	100.79	100.79	99.41	100.30
PP	99.80	99.80	99.80	99.55
S1	98.17	98.17	98.93	97.68
S2	97.18	97.18	98.69
S3	94.56	95.55	98.45
S4	91.94	92.93	97.73

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.42	122.21	105.82
R3	118.03	113.82	103.52
R2	109.64	109.64	102.75
R1	105.43	105.43	101.98	107.54
PP	101.25	101.25	101.25	102.31
S1	97.04	97.04	100.44	99.15
S2	92.86	92.86	99.67
S3	84.47	88.65	98.90
S4	76.08	80.26	96.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.47	97.08	8.39	8.5%	3.81	3.8%	25%	False	False	5,624
10	113.78	96.46	17.32	17.5%	4.37	4.4%	16%	False	False	4,602
20	115.22	96.46	18.76	18.9%	3.10	3.1%	14%	False	False	3,542

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.56
2.618	108.28
1.618	105.66
1.000	104.04
0.618	103.04
HIGH	101.42
0.618	100.42
0.500	100.11
0.382	99.80
LOW	98.80
0.618	97.18
1.000	96.18
1.618	94.56
2.618	91.94
4.250	87.67

Fisher Pivots for day following 16-May-2011
Pivot	1 day	3 day
R1	100.11	99.56
PP	99.80	99.43
S1	99.48	99.30

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