NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 102.99 102.32 -0.67 -0.7% 100.09
High 103.13 102.91 -0.22 -0.2% 103.13
Low 101.47 101.84 0.37 0.4% 97.63
Close 102.00 102.31 0.31 0.3% 102.31
Range 1.66 1.07 -0.59 -35.5% 5.50
ATR 3.21 3.06 -0.15 -4.8% 0.00
Volume 10,539 18,876 8,337 79.1% 55,393
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 105.56 105.01 102.90
R3 104.49 103.94 102.60
R2 103.42 103.42 102.51
R1 102.87 102.87 102.41 102.61
PP 102.35 102.35 102.35 102.23
S1 101.80 101.80 102.21 101.54
S2 101.28 101.28 102.11
S3 100.21 100.73 102.02
S4 99.14 99.66 101.72
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 117.52 115.42 105.34
R3 112.02 109.92 103.82
R2 106.52 106.52 103.32
R1 104.42 104.42 102.81 105.47
PP 101.02 101.02 101.02 101.55
S1 98.92 98.92 101.81 99.97
S2 95.52 95.52 101.30
S3 90.02 93.42 100.80
S4 84.52 87.92 99.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.13 97.63 5.50 5.4% 2.08 2.0% 85% False False 11,078
10 103.13 96.83 6.30 6.2% 2.40 2.3% 87% False False 9,716
20 115.57 96.04 19.53 19.1% 3.70 3.6% 32% False False 10,046
40 115.57 96.04 19.53 19.1% 2.78 2.7% 32% False False 8,667
60 115.57 96.04 19.53 19.1% 2.51 2.5% 32% False False 8,453
80 115.57 95.74 19.83 19.4% 2.36 2.3% 33% False False 8,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 107.46
2.618 105.71
1.618 104.64
1.000 103.98
0.618 103.57
HIGH 102.91
0.618 102.50
0.500 102.38
0.382 102.25
LOW 101.84
0.618 101.18
1.000 100.77
1.618 100.11
2.618 99.04
4.250 97.29
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 102.38 102.06
PP 102.35 101.81
S1 102.33 101.56

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

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