NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 102.32 101.36 -0.96 -0.9% 100.09
High 102.91 104.81 1.90 1.8% 103.13
Low 101.84 101.36 -0.48 -0.5% 97.63
Close 102.31 104.36 2.05 2.0% 102.31
Range 1.07 3.45 2.38 222.4% 5.50
ATR 3.06 3.08 0.03 0.9% 0.00
Volume 18,876 8,762 -10,114 -53.6% 55,393
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 113.86 112.56 106.26
R3 110.41 109.11 105.31
R2 106.96 106.96 104.99
R1 105.66 105.66 104.68 106.31
PP 103.51 103.51 103.51 103.84
S1 102.21 102.21 104.04 102.86
S2 100.06 100.06 103.73
S3 96.61 98.76 103.41
S4 93.16 95.31 102.46
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
5 104.81 99.24 5.57 5.3% 2.25 2.2% 92% True False 10,873
10 104.81 96.83 7.98 7.6% 2.49 2.4% 94% True False 9,929
20 113.86 96.04 17.82 17.1% 3.69 3.5% 47% False False 10,243
40 115.57 96.04 19.53 18.7% 2.83 2.7% 43% False False 8,669
60 115.57 96.04 19.53 18.7% 2.55 2.4% 43% False False 8,461
80 115.57 95.74 19.83 19.0% 2.39 2.3% 43% False False 8,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119.47
2.618 113.84
1.618 110.39
1.000 108.26
0.618 106.94
HIGH 104.81
0.618 103.49
0.500 103.09
0.382 102.68
LOW 101.36
0.618 99.23
1.000 97.91
1.618 95.78
2.618 92.33
4.250 86.70
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 103.94 103.94
PP 103.51 103.51
S1 103.09 103.09

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

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