NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 100.67 100.94 0.27 0.3% 101.04
High 101.73 101.20 -0.53 -0.5% 102.32
Low 97.77 97.77 0.00 0.0% 96.93
Close 101.36 99.27 -2.09 -2.1% 101.36
Range 3.96 3.43 -0.53 -13.4% 5.39
ATR 3.67 3.67 -0.01 -0.2% 0.00
Volume 35,240 39,672 4,432 12.6% 222,403
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 109.70 107.92 101.16
R3 106.27 104.49 100.21
R2 102.84 102.84 99.90
R1 101.06 101.06 99.58 100.24
PP 99.41 99.41 99.41 99.00
S1 97.63 97.63 98.96 96.81
S2 95.98 95.98 98.64
S3 92.55 94.20 98.33
S4 89.12 90.77 97.38
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.37 114.26 104.32
R3 110.98 108.87 102.84
R2 105.59 105.59 102.35
R1 103.48 103.48 101.85 104.54
PP 100.20 100.20 100.20 100.73
S1 98.09 98.09 100.87 99.15
S2 94.81 94.81 100.37
S3 89.42 92.70 99.88
S4 84.03 87.31 98.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.32 96.93 5.39 5.4% 3.08 3.1% 43% False False 45,325
10 106.14 96.86 9.28 9.3% 3.77 3.8% 26% False False 51,253
20 115.50 95.79 19.71 19.9% 3.97 4.0% 18% False False 48,604
40 115.50 95.79 19.71 19.9% 3.13 3.2% 18% False False 44,747
60 115.50 95.79 19.71 19.9% 2.98 3.0% 18% False False 46,810
80 115.50 95.13 20.37 20.5% 2.81 2.8% 20% False False 51,068
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.78
2.618 110.18
1.618 106.75
1.000 104.63
0.618 103.32
HIGH 101.20
0.618 99.89
0.500 99.49
0.382 99.08
LOW 97.77
0.618 95.65
1.000 94.34
1.618 92.22
2.618 88.79
4.250 83.19
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 99.49 99.99
PP 99.41 99.75
S1 99.34 99.51

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

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