NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 109.50 100.44 -9.06 -8.3% 114.10
High 109.94 103.52 -6.42 -5.8% 115.58
Low 99.48 97.00 -2.48 -2.5% 97.00
Close 100.92 98.56 -2.36 -2.3% 98.56
Range 10.46 6.52 -3.94 -37.7% 18.58
ATR 2.90 3.16 0.26 8.9% 0.00
Volume 13,046 18,368 5,322 40.8% 58,408
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 119.25 115.43 102.15
R3 112.73 108.91 100.35
R2 106.21 106.21 99.76
R1 102.39 102.39 99.16 101.04
PP 99.69 99.69 99.69 99.02
S1 95.87 95.87 97.96 94.52
S2 93.17 93.17 97.36
S3 86.65 89.35 96.77
S4 80.13 82.83 94.97
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 159.45 147.59 108.78
R3 140.87 129.01 103.67
R2 122.29 122.29 101.97
R1 110.43 110.43 100.26 107.07
PP 103.71 103.71 103.71 102.04
S1 91.85 91.85 96.86 88.49
S2 85.13 85.13 95.15
S3 66.55 73.27 93.45
S4 47.97 54.69 88.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.58 97.00 18.58 18.9% 5.07 5.1% 8% False True 11,681
10 115.58 97.00 18.58 18.9% 3.50 3.6% 8% False True 10,751
20 115.58 97.00 18.58 18.9% 3.01 3.0% 8% False True 10,489
40 115.58 97.00 18.58 18.9% 2.46 2.5% 8% False True 9,097
60 115.58 95.00 20.58 20.9% 2.38 2.4% 17% False False 9,595
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.23
2.618 120.59
1.618 114.07
1.000 110.04
0.618 107.55
HIGH 103.52
0.618 101.03
0.500 100.26
0.382 99.49
LOW 97.00
0.618 92.97
1.000 90.48
1.618 86.45
2.618 79.93
4.250 69.29
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 100.26 104.57
PP 99.69 102.56
S1 99.13 100.56

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

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