NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 99.85 100.32 0.47 0.5% 100.39
High 101.10 100.70 -0.40 -0.4% 101.92
Low 97.13 97.16 0.03 0.0% 96.35
Close 100.82 98.53 -2.29 -2.3% 100.82
Range 3.97 3.54 -0.43 -10.8% 5.57
ATR 3.67 3.67 0.00 0.0% 0.00
Volume 29,891 37,748 7,857 26.3% 156,037
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 109.42 107.51 100.48
R3 105.88 103.97 99.50
R2 102.34 102.34 99.18
R1 100.43 100.43 98.85 99.62
PP 98.80 98.80 98.80 98.39
S1 96.89 96.89 98.21 96.08
S2 95.26 95.26 97.88
S3 91.72 93.35 97.56
S4 88.18 89.81 96.58
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.41 114.18 103.88
R3 110.84 108.61 102.35
R2 105.27 105.27 101.84
R1 103.04 103.04 101.33 104.16
PP 99.70 99.70 99.70 100.25
S1 97.47 97.47 100.31 98.59
S2 94.13 94.13 99.80
S3 88.56 91.90 99.29
S4 82.99 86.33 97.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.92 96.35 5.57 5.7% 3.14 3.2% 39% False False 33,311
10 105.73 96.35 9.38 9.5% 3.80 3.9% 23% False False 35,058
20 115.63 95.85 19.78 20.1% 3.98 4.0% 14% False False 32,193
40 115.63 95.85 19.78 20.1% 3.06 3.1% 14% False False 25,434
60 115.63 95.85 19.78 20.1% 2.86 2.9% 14% False False 22,653
80 115.63 94.19 21.44 21.8% 2.68 2.7% 20% False False 21,510
100 115.63 91.94 23.69 24.0% 2.43 2.5% 28% False False 18,663
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.75
2.618 109.97
1.618 106.43
1.000 104.24
0.618 102.89
HIGH 100.70
0.618 99.35
0.500 98.93
0.382 98.51
LOW 97.16
0.618 94.97
1.000 93.62
1.618 91.43
2.618 87.89
4.250 82.12
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 98.93 99.48
PP 98.80 99.16
S1 98.66 98.85

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

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