NYMEX Light Sweet Crude Oil Future August 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 99.62 99.86 0.24 0.2% 98.71
High 101.54 100.50 -1.04 -1.0% 105.52
Low 98.01 97.79 -0.22 -0.2% 96.03
Close 100.48 98.25 -2.23 -2.2% 100.48
Range 3.53 2.71 -0.82 -23.2% 9.49
ATR 4.00 3.91 -0.09 -2.3% 0.00
Volume 53,109 39,968 -13,141 -24.7% 305,037
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 106.98 105.32 99.74
R3 104.27 102.61 99.00
R2 101.56 101.56 98.75
R1 99.90 99.90 98.50 99.38
PP 98.85 98.85 98.85 98.58
S1 97.19 97.19 98.00 96.67
S2 96.14 96.14 97.75
S3 93.43 94.48 97.50
S4 90.72 91.77 96.76
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 129.15 124.30 105.70
R3 119.66 114.81 103.09
R2 110.17 110.17 102.22
R1 105.32 105.32 101.35 107.75
PP 100.68 100.68 100.68 101.89
S1 95.83 95.83 99.61 98.26
S2 91.19 91.19 98.74
S3 81.70 86.34 97.87
S4 72.21 76.85 95.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.52 96.03 9.49 9.7% 4.50 4.6% 23% False False 57,156
10 113.91 95.51 18.40 18.7% 5.25 5.3% 15% False False 50,593
20 115.52 95.51 20.01 20.4% 3.89 4.0% 14% False False 38,600
40 115.52 95.51 20.01 20.4% 3.01 3.1% 14% False False 29,361
60 115.52 94.21 21.31 21.7% 3.03 3.1% 19% False False 26,898
80 115.52 91.88 23.64 24.1% 2.65 2.7% 27% False False 24,152
100 115.52 91.78 23.74 24.2% 2.40 2.4% 27% False False 20,657
120 115.52 83.43 32.09 32.7% 2.20 2.2% 46% False False 17,902
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 1.02
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 112.02
2.618 107.59
1.618 104.88
1.000 103.21
0.618 102.17
HIGH 100.50
0.618 99.46
0.500 99.15
0.382 98.83
LOW 97.79
0.618 96.12
1.000 95.08
1.618 93.41
2.618 90.70
4.250 86.27
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 99.15 98.79
PP 98.85 98.61
S1 98.55 98.43

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

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