NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 101.21 103.22 2.01 2.0% 100.03
High 103.90 103.88 -0.02 0.0% 102.37
Low 100.23 100.43 0.20 0.2% 96.79
Close 103.27 100.86 -2.41 -2.3% 101.16
Range 3.67 3.45 -0.22 -6.0% 5.58
ATR 3.44 3.44 0.00 0.0% 0.00
Volume 54,216 88,914 34,698 64.0% 318,071
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 112.07 109.92 102.76
R3 108.62 106.47 101.81
R2 105.17 105.17 101.49
R1 103.02 103.02 101.18 102.37
PP 101.72 101.72 101.72 101.40
S1 99.57 99.57 100.54 98.92
S2 98.27 98.27 100.23
S3 94.82 96.12 99.91
S4 91.37 92.67 98.96
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 116.85 114.58 104.23
R3 111.27 109.00 102.69
R2 105.69 105.69 102.18
R1 103.42 103.42 101.67 104.56
PP 100.11 100.11 100.11 100.67
S1 97.84 97.84 100.65 98.98
S2 94.53 94.53 100.14
S3 88.95 92.26 99.63
S4 83.37 86.68 98.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.90 98.66 5.24 5.2% 2.78 2.8% 42% False False 71,404
10 103.90 96.75 7.15 7.1% 3.09 3.1% 57% False False 60,855
20 111.99 95.51 16.48 16.3% 4.17 4.1% 32% False False 56,036
40 115.52 95.51 20.01 19.8% 3.38 3.3% 27% False False 41,418
60 115.52 95.51 20.01 19.8% 3.04 3.0% 27% False False 32,967
80 115.52 93.92 21.60 21.4% 2.86 2.8% 32% False False 29,855
100 115.52 91.78 23.74 23.5% 2.57 2.6% 38% False False 26,558
120 115.52 89.48 26.04 25.8% 2.36 2.3% 44% False False 22,910
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.54
2.618 112.91
1.618 109.46
1.000 107.33
0.618 106.01
HIGH 103.88
0.618 102.56
0.500 102.16
0.382 101.75
LOW 100.43
0.618 98.30
1.000 96.98
1.618 94.85
2.618 91.40
4.250 85.77
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 102.16 102.07
PP 101.72 101.66
S1 101.29 101.26

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

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