NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 101.40 99.96 -1.44 -1.4% 100.19
High 102.10 101.18 -0.92 -0.9% 105.74
Low 99.00 98.65 -0.35 -0.4% 96.88
Close 101.14 99.01 -2.13 -2.1% 101.14
Range 3.10 2.53 -0.57 -18.4% 8.86
ATR 3.67 3.59 -0.08 -2.2% 0.00
Volume 13,044 6,631 -6,413 -49.2% 66,521
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 107.20 105.64 100.40
R3 104.67 103.11 99.71
R2 102.14 102.14 99.47
R1 100.58 100.58 99.24 100.10
PP 99.61 99.61 99.61 99.37
S1 98.05 98.05 98.78 97.57
S2 97.08 97.08 98.55
S3 94.55 95.52 98.31
S4 92.02 92.99 97.62
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 127.83 123.35 106.01
R3 118.97 114.49 103.58
R2 110.11 110.11 102.76
R1 105.63 105.63 101.95 107.87
PP 101.25 101.25 101.25 102.38
S1 96.77 96.77 100.33 99.01
S2 92.39 92.39 99.52
S3 83.53 87.91 98.70
S4 74.67 79.05 96.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.74 96.88 8.86 8.9% 4.27 4.3% 24% False False 12,309
10 113.86 96.04 17.82 18.0% 4.89 4.9% 17% False False 10,558
20 115.57 96.04 19.53 19.7% 3.45 3.5% 15% False False 8,317
40 115.57 96.04 19.53 19.7% 2.53 2.6% 15% False False 8,313
60 115.57 95.86 19.71 19.9% 2.56 2.6% 16% False False 8,756
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.69
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 111.93
2.618 107.80
1.618 105.27
1.000 103.71
0.618 102.74
HIGH 101.18
0.618 100.21
0.500 99.92
0.382 99.62
LOW 98.65
0.618 97.09
1.000 96.12
1.618 94.56
2.618 92.03
4.250 87.90
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 99.92 99.49
PP 99.61 99.33
S1 99.31 99.17

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

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