NYMEX Light Sweet Crude Oil Future December 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 101.04 98.86 -2.18 -2.2% 100.24
High 101.43 99.70 -1.73 -1.7% 106.14
Low 98.70 96.93 -1.77 -1.8% 96.86
Close 99.14 98.79 -0.35 -0.4% 101.23
Range 2.73 2.77 0.04 1.5% 9.28
ATR 3.86 3.78 -0.08 -2.0% 0.00
Volume 35,447 47,357 11,910 33.6% 332,358
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 106.78 105.56 100.31
R3 104.01 102.79 99.55
R2 101.24 101.24 99.30
R1 100.02 100.02 99.04 99.25
PP 98.47 98.47 98.47 98.09
S1 97.25 97.25 98.54 96.48
S2 95.70 95.70 98.28
S3 92.93 94.48 98.03
S4 90.16 91.71 97.27
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% 4.24 4.3% 21% False False 55,408
10 112.16 95.79 16.37 16.6% 5.23 5.3% 18% False False 59,030
20 115.50 95.79 19.71 20.0% 3.83 3.9% 15% False False 47,002
40 115.50 95.79 19.71 20.0% 2.98 3.0% 15% False False 44,126
60 115.50 95.79 19.71 20.0% 3.06 3.1% 15% False False 50,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.47
2.618 106.95
1.618 104.18
1.000 102.47
0.618 101.41
HIGH 99.70
0.618 98.64
0.500 98.32
0.382 97.99
LOW 96.93
0.618 95.22
1.000 94.16
1.618 92.45
2.618 89.68
4.250 85.16
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 98.63 99.50
PP 98.47 99.26
S1 98.32 99.03

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

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