NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 99.96 98.88 -1.08 -1.1% 100.19
High 101.18 99.30 -1.88 -1.9% 105.74
Low 98.65 96.83 -1.82 -1.8% 96.88
Close 99.01 98.64 -0.37 -0.4% 101.14
Range 2.53 2.47 -0.06 -2.4% 8.86
ATR 3.59 3.51 -0.08 -2.2% 0.00
Volume 6,631 9,845 3,214 48.5% 66,521
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 105.67 104.62 100.00
R3 103.20 102.15 99.32
R2 100.73 100.73 99.09
R1 99.68 99.68 98.87 98.97
PP 98.26 98.26 98.26 97.90
S1 97.21 97.21 98.41 96.50
S2 95.79 95.79 98.19
S3 93.32 94.74 97.96
S4 90.85 92.27 97.28
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 96.83 8.91 9.0% 3.98 4.0% 20% False True 11,383
10 112.05 96.04 16.01 16.2% 4.89 5.0% 16% False False 10,921
20 115.57 96.04 19.53 19.8% 3.48 3.5% 13% False False 8,487
40 115.57 96.04 19.53 19.8% 2.56 2.6% 13% False False 8,339
60 115.57 96.04 19.53 19.8% 2.57 2.6% 13% False False 8,734
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 0.73
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 109.80
2.618 105.77
1.618 103.30
1.000 101.77
0.618 100.83
HIGH 99.30
0.618 98.36
0.500 98.07
0.382 97.77
LOW 96.83
0.618 95.30
1.000 94.36
1.618 92.83
2.618 90.36
4.250 86.33
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 98.45 99.47
PP 98.26 99.19
S1 98.07 98.92

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

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