NYMEX Light Sweet Crude Oil Future June 2011


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 98.81 99.36 0.55 0.6% 98.11
High 100.70 99.65 -1.05 -1.0% 104.60
Low 97.09 96.83 -0.26 -0.3% 95.25
Close 99.65 97.37 -2.28 -2.3% 99.65
Range 3.61 2.82 -0.79 -21.9% 9.35
ATR 4.10 4.00 -0.09 -2.2% 0.00
Volume 335,574 292,713 -42,861 -12.8% 2,139,498
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 106.41 104.71 98.92
R3 103.59 101.89 98.15
R2 100.77 100.77 97.89
R1 99.07 99.07 97.63 98.51
PP 97.95 97.95 97.95 97.67
S1 96.25 96.25 97.11 95.69
S2 95.13 95.13 96.85
S3 92.31 93.43 96.59
S4 89.49 90.61 95.82
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 127.88 123.12 104.79
R3 118.53 113.77 102.22
R2 109.18 109.18 101.36
R1 104.42 104.42 100.51 106.80
PP 99.83 99.83 99.83 101.03
S1 95.07 95.07 98.79 97.45
S2 90.48 90.48 97.94
S3 81.13 85.72 97.08
S4 71.78 76.37 94.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.60 95.25 9.35 9.6% 4.52 4.6% 23% False False 398,755
10 113.22 94.63 18.59 19.1% 5.31 5.5% 15% False False 425,024
20 114.83 94.63 20.20 20.7% 3.96 4.1% 14% False False 343,089
40 114.83 94.63 20.20 20.7% 3.15 3.2% 14% False False 228,340
60 114.83 92.44 22.39 23.0% 3.36 3.5% 22% False False 180,427
80 114.83 90.50 24.33 25.0% 2.97 3.0% 28% False False 156,485
100 114.83 90.50 24.33 25.0% 2.71 2.8% 28% False False 133,548
120 114.83 82.46 32.37 33.2% 2.54 2.6% 46% False False 116,582
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 1.10
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 111.64
2.618 107.03
1.618 104.21
1.000 102.47
0.618 101.39
HIGH 99.65
0.618 98.57
0.500 98.24
0.382 97.91
LOW 96.83
0.618 95.09
1.000 94.01
1.618 92.27
2.618 89.45
4.250 84.85
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 98.24 97.98
PP 97.95 97.77
S1 97.66 97.57

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

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