NYMEX Light Sweet Crude Oil Future October 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 102.05 104.15 2.10 2.1% 100.54
High 104.59 104.65 0.06 0.1% 103.09
Low 101.05 101.30 0.25 0.2% 97.46
Close 104.09 101.72 -2.37 -2.3% 102.00
Range 3.54 3.35 -0.19 -5.4% 5.63
ATR 3.23 3.23 0.01 0.3% 0.00
Volume 15,042 14,916 -126 -0.8% 83,597
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 112.61 110.51 103.56
R3 109.26 107.16 102.64
R2 105.91 105.91 102.33
R1 103.81 103.81 102.03 103.19
PP 102.56 102.56 102.56 102.24
S1 100.46 100.46 101.41 99.84
S2 99.21 99.21 101.11
S3 95.86 97.11 100.80
S4 92.51 93.76 99.88
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 117.74 115.50 105.10
R3 112.11 109.87 103.55
R2 106.48 106.48 103.03
R1 104.24 104.24 102.52 105.36
PP 100.85 100.85 100.85 101.41
S1 98.61 98.61 101.48 99.73
S2 95.22 95.22 100.97
S3 89.59 92.98 100.45
S4 83.96 87.35 98.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.65 99.40 5.25 5.2% 2.68 2.6% 44% True False 17,144
10 104.65 97.46 7.19 7.1% 2.86 2.8% 59% True False 15,096
20 112.13 96.56 15.57 15.3% 3.88 3.8% 33% False False 14,792
40 115.58 96.56 19.02 18.7% 3.05 3.0% 27% False False 12,219
60 115.58 96.56 19.02 18.7% 2.73 2.7% 27% False False 10,796
80 115.58 95.00 20.58 20.2% 2.56 2.5% 33% False False 10,726
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.89
2.618 113.42
1.618 110.07
1.000 108.00
0.618 106.72
HIGH 104.65
0.618 103.37
0.500 102.98
0.382 102.58
LOW 101.30
0.618 99.23
1.000 97.95
1.618 95.88
2.618 92.53
4.250 87.06
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 102.98 102.85
PP 102.56 102.47
S1 102.14 102.10

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

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