NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 98.86 99.66 0.80 0.8% 100.24
High 99.70 102.32 2.62 2.6% 106.14
Low 96.93 99.29 2.36 2.4% 96.86
Close 98.79 101.52 2.73 2.8% 101.23
Range 2.77 3.03 0.26 9.4% 9.28
ATR 3.78 3.76 -0.02 -0.5% 0.00
Volume 47,357 49,378 2,021 4.3% 332,358
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 110.13 108.86 103.19
R3 107.10 105.83 102.35
R2 104.07 104.07 102.08
R1 102.80 102.80 101.80 103.44
PP 101.04 101.04 101.04 101.36
S1 99.77 99.77 101.24 100.41
S2 98.01 98.01 100.96
S3 94.98 96.74 100.69
S4 91.95 93.71 99.85
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
5 102.32 96.86 5.46 5.4% 3.38 3.3% 85% True False 54,726
10 110.42 95.79 14.63 14.4% 5.28 5.2% 39% False False 60,184
20 115.50 95.79 19.71 19.4% 3.84 3.8% 29% False False 47,804
40 115.50 95.79 19.71 19.4% 3.00 3.0% 29% False False 44,704
60 115.50 95.79 19.71 19.4% 3.02 3.0% 29% False False 50,492
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 1.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.20
2.618 110.25
1.618 107.22
1.000 105.35
0.618 104.19
HIGH 102.32
0.618 101.16
0.500 100.81
0.382 100.45
LOW 99.29
0.618 97.42
1.000 96.26
1.618 94.39
2.618 91.36
4.250 86.41
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 101.28 100.89
PP 101.04 100.26
S1 100.81 99.63

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

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