NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 100.54 98.38 -2.16 -2.1% 100.15
High 100.54 101.21 0.67 0.7% 102.14
Low 97.46 97.87 0.41 0.4% 96.56
Close 98.83 100.79 1.96 2.0% 101.05
Range 3.08 3.34 0.26 8.4% 5.58
ATR 3.48 3.47 -0.01 -0.3% 0.00
Volume 14,838 12,993 -1,845 -12.4% 57,512
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 109.98 108.72 102.63
R3 106.64 105.38 101.71
R2 103.30 103.30 101.40
R1 102.04 102.04 101.10 102.67
PP 99.96 99.96 99.96 100.27
S1 98.70 98.70 100.48 99.33
S2 96.62 96.62 100.18
S3 93.28 95.36 99.87
S4 89.94 92.02 98.95
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.66 114.43 104.12
R3 111.08 108.85 102.58
R2 105.50 105.50 102.07
R1 103.27 103.27 101.56 104.39
PP 99.92 99.92 99.92 100.47
S1 97.69 97.69 100.54 98.81
S2 94.34 94.34 100.03
S3 88.76 92.11 99.52
S4 83.18 86.53 97.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.14 97.46 4.68 4.6% 3.03 3.0% 71% False False 13,049
10 105.81 96.56 9.25 9.2% 3.56 3.5% 46% False False 13,570
20 115.58 96.56 19.02 18.9% 3.82 3.8% 22% False False 13,045
40 115.58 96.56 19.02 18.9% 2.89 2.9% 22% False False 11,145
60 115.58 96.56 19.02 18.9% 2.66 2.6% 22% False False 10,192
80 115.58 95.00 20.58 20.4% 2.48 2.5% 28% False False 10,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.41
2.618 109.95
1.618 106.61
1.000 104.55
0.618 103.27
HIGH 101.21
0.618 99.93
0.500 99.54
0.382 99.15
LOW 97.87
0.618 95.81
1.000 94.53
1.618 92.47
2.618 89.13
4.250 83.68
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 100.37 100.31
PP 99.96 99.82
S1 99.54 99.34

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

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