NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 97.58 98.18 0.60 0.6% 98.53
High 98.33 101.42 3.09 3.1% 105.16
Low 95.54 97.97 2.43 2.5% 95.78
Close 97.43 100.56 3.13 3.2% 100.12
Range 2.79 3.45 0.66 23.7% 9.38
ATR 3.88 3.88 0.01 0.2% 0.00
Volume 171,276 268,426 97,150 56.7% 926,548
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 110.33 108.90 102.46
R3 106.88 105.45 101.51
R2 103.43 103.43 101.19
R1 102.00 102.00 100.88 102.72
PP 99.98 99.98 99.98 100.34
S1 98.55 98.55 100.24 99.27
S2 96.53 96.53 99.93
S3 93.08 95.10 99.61
S4 89.63 91.65 98.66
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 128.49 123.69 105.28
R3 119.11 114.31 102.70
R2 109.73 109.73 101.84
R1 104.93 104.93 100.98 107.33
PP 100.35 100.35 100.35 101.56
S1 95.55 95.55 99.26 97.95
S2 90.97 90.97 98.40
S3 81.59 86.17 97.54
S4 72.21 76.79 94.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.42 95.54 5.88 5.8% 3.56 3.5% 85% True False 197,481
10 109.85 95.18 14.67 14.6% 5.35 5.3% 37% False False 172,076
20 115.27 95.18 20.09 20.0% 3.95 3.9% 27% False False 116,304
40 115.27 95.18 20.09 20.0% 3.13 3.1% 27% False False 83,165
60 115.27 95.18 20.09 20.0% 3.20 3.2% 27% False False 66,954
80 115.27 91.36 23.91 23.8% 2.88 2.9% 38% False False 57,497
100 115.27 91.28 23.99 23.9% 2.61 2.6% 39% False False 48,851
120 115.27 85.21 30.06 29.9% 2.38 2.4% 51% False False 41,811
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 1.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.08
2.618 110.45
1.618 107.00
1.000 104.87
0.618 103.55
HIGH 101.42
0.618 100.10
0.500 99.70
0.382 99.29
LOW 97.97
0.618 95.84
1.000 94.52
1.618 92.39
2.618 88.94
4.250 83.31
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 100.27 99.87
PP 99.98 99.17
S1 99.70 98.48

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

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