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

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