NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 103.50 105.15 1.65 1.6% 114.60
High 105.55 106.14 0.59 0.6% 115.50
Low 101.67 98.82 -2.85 -2.8% 95.79
Close 105.52 99.62 -5.90 -5.6% 98.72
Range 3.88 7.32 3.44 88.7% 19.71
ATR 3.65 3.91 0.26 7.2% 0.00
Volume 56,220 52,788 -3,432 -6.1% 231,209
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 123.49 118.87 103.65
R3 116.17 111.55 101.63
R2 108.85 108.85 100.96
R1 104.23 104.23 100.29 102.88
PP 101.53 101.53 101.53 100.85
S1 96.91 96.91 98.95 95.56
S2 94.21 94.21 98.28
S3 86.89 89.59 97.61
S4 79.57 82.27 95.59
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 162.47 150.30 109.56
R3 142.76 130.59 104.14
R2 123.05 123.05 102.33
R1 110.88 110.88 100.53 107.11
PP 103.34 103.34 103.34 101.45
S1 91.17 91.17 96.91 87.40
S2 83.63 83.63 95.11
S3 63.92 71.46 93.30
S4 44.21 51.75 87.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.42 95.79 14.63 14.7% 7.17 7.2% 26% False False 65,642
10 115.50 95.79 19.71 19.8% 4.88 4.9% 19% False False 50,653
20 115.50 95.79 19.71 19.8% 3.63 3.6% 19% False False 46,707
40 115.50 95.79 19.71 19.8% 2.97 3.0% 19% False False 42,859
60 115.50 95.75 19.75 19.8% 2.95 3.0% 20% False False 50,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.25
2.618 125.30
1.618 117.98
1.000 113.46
0.618 110.66
HIGH 106.14
0.618 103.34
0.500 102.48
0.382 101.62
LOW 98.82
0.618 94.30
1.000 91.50
1.618 86.98
2.618 79.66
4.250 67.71
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 102.48 102.48
PP 101.53 101.53
S1 100.57 100.57

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

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