NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 104.37 99.02 -5.35 -5.1% 114.28
High 105.16 101.00 -4.16 -4.0% 115.27
Low 98.07 95.78 -2.29 -2.3% 95.18
Close 98.77 99.48 0.71 0.7% 97.77
Range 7.09 5.22 -1.87 -26.4% 20.09
ATR 4.00 4.09 0.09 2.2% 0.00
Volume 148,235 200,468 52,233 35.2% 406,503
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 114.41 112.17 102.35
R3 109.19 106.95 100.92
R2 103.97 103.97 100.44
R1 101.73 101.73 99.96 102.85
PP 98.75 98.75 98.75 99.32
S1 96.51 96.51 99.00 97.63
S2 93.53 93.53 98.52
S3 88.31 91.29 98.04
S4 83.09 86.07 96.61
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 163.01 150.48 108.82
R3 142.92 130.39 103.29
R2 122.83 122.83 101.45
R1 110.30 110.30 99.61 106.52
PP 102.74 102.74 102.74 100.85
S1 90.21 90.21 95.93 86.43
S2 82.65 82.65 94.09
S3 62.56 70.12 92.25
S4 42.47 50.03 86.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.16 95.18 9.98 10.0% 5.98 6.0% 43% False False 170,681
10 115.27 95.18 20.09 20.2% 5.24 5.3% 21% False False 118,576
20 115.27 95.18 20.09 20.2% 3.89 3.9% 21% False False 89,677
40 115.27 95.18 20.09 20.2% 3.15 3.2% 21% False False 65,620
60 115.27 93.10 22.17 22.3% 3.16 3.2% 29% False False 56,016
80 115.27 91.36 23.91 24.0% 2.80 2.8% 34% False False 48,444
100 115.27 90.36 24.91 25.0% 2.52 2.5% 37% False False 41,222
120 115.27 83.16 32.11 32.3% 2.32 2.3% 51% False False 35,370
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.19
2.618 114.67
1.618 109.45
1.000 106.22
0.618 104.23
HIGH 101.00
0.618 99.01
0.500 98.39
0.382 97.77
LOW 95.78
0.618 92.55
1.000 90.56
1.618 87.33
2.618 82.11
4.250 73.60
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 99.12 100.47
PP 98.75 100.14
S1 98.39 99.81

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

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