NYMEX Light Sweet Crude Oil Future December 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 100.52 101.04 0.52 0.5% 100.24
High 102.07 101.43 -0.64 -0.6% 106.14
Low 98.78 98.70 -0.08 -0.1% 96.86
Close 101.23 99.14 -2.09 -2.1% 101.23
Range 3.29 2.73 -0.56 -17.0% 9.28
ATR 3.94 3.86 -0.09 -2.2% 0.00
Volume 62,331 35,447 -26,884 -43.1% 332,358
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 107.95 106.27 100.64
R3 105.22 103.54 99.89
R2 102.49 102.49 99.64
R1 100.81 100.81 99.39 100.29
PP 99.76 99.76 99.76 99.49
S1 98.08 98.08 98.89 97.56
S2 97.03 97.03 98.64
S3 94.30 95.35 98.39
S4 91.57 92.62 97.64
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 129.25 124.52 106.33
R3 119.97 115.24 103.78
R2 110.69 110.69 102.93
R1 105.96 105.96 102.08 108.33
PP 101.41 101.41 101.41 102.59
S1 96.68 96.68 100.38 99.05
S2 92.13 92.13 99.53
S3 82.85 87.40 98.68
S4 73.57 78.12 96.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.14 96.86 9.28 9.4% 4.46 4.5% 25% False False 57,181
10 113.97 95.79 18.18 18.3% 5.22 5.3% 18% False False 57,291
20 115.50 95.79 19.71 19.9% 3.83 3.9% 17% False False 46,399
40 115.50 95.79 19.71 19.9% 2.95 3.0% 17% False False 44,062
60 115.50 95.79 19.71 19.9% 3.05 3.1% 17% False False 50,755
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 1.17
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 113.03
2.618 108.58
1.618 105.85
1.000 104.16
0.618 103.12
HIGH 101.43
0.618 100.39
0.500 100.07
0.382 99.74
LOW 98.70
0.618 97.01
1.000 95.97
1.618 94.28
2.618 91.55
4.250 87.10
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 100.07 99.47
PP 99.76 99.36
S1 99.45 99.25

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

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