NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 111.75 109.50 -2.25 -2.0% 113.80
High 112.13 109.94 -2.19 -2.0% 114.99
Low 109.78 99.48 -10.30 -9.4% 111.83
Close 110.21 100.92 -9.29 -8.4% 114.82
Range 2.35 10.46 8.11 345.1% 3.16
ATR 2.29 2.90 0.60 26.3% 0.00
Volume 9,822 13,046 3,224 32.8% 49,111
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 134.83 128.33 106.67
R3 124.37 117.87 103.80
R2 113.91 113.91 102.84
R1 107.41 107.41 101.88 105.43
PP 103.45 103.45 103.45 102.46
S1 96.95 96.95 99.96 94.97
S2 92.99 92.99 99.00
S3 82.53 86.49 98.04
S4 72.07 76.03 95.17
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.36 122.25 116.56
R3 120.20 119.09 115.69
R2 117.04 117.04 115.40
R1 115.93 115.93 115.11 116.49
PP 113.88 113.88 113.88 114.16
S1 112.77 112.77 114.53 113.33
S2 110.72 110.72 114.24
S3 107.56 109.61 113.95
S4 104.40 106.45 113.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.58 99.48 16.10 16.0% 4.09 4.1% 9% False True 10,078
10 115.58 99.48 16.10 16.0% 2.97 2.9% 9% False True 9,766
20 115.58 99.48 16.10 16.0% 2.76 2.7% 9% False True 9,961
40 115.58 99.41 16.17 16.0% 2.39 2.4% 9% False False 8,864
60 115.58 95.00 20.58 20.4% 2.28 2.3% 29% False False 9,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 154.40
2.618 137.32
1.618 126.86
1.000 120.40
0.618 116.40
HIGH 109.94
0.618 105.94
0.500 104.71
0.382 103.48
LOW 99.48
0.618 93.02
1.000 89.02
1.618 82.56
2.618 72.10
4.250 55.03
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 104.71 106.63
PP 103.45 104.72
S1 102.18 102.82

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

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