NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 102.16 102.50 0.34 0.3% 100.94
High 103.16 105.14 1.98 1.9% 103.50
Low 101.98 101.75 -0.23 -0.2% 97.77
Close 102.56 104.57 2.01 2.0% 102.56
Range 1.18 3.39 2.21 187.3% 5.73
ATR 3.30 3.31 0.01 0.2% 0.00
Volume 64,932 41,018 -23,914 -36.8% 237,733
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 113.99 112.67 106.43
R3 110.60 109.28 105.50
R2 107.21 107.21 105.19
R1 105.89 105.89 104.88 106.55
PP 103.82 103.82 103.82 104.15
S1 102.50 102.50 104.26 103.16
S2 100.43 100.43 103.95
S3 97.04 99.11 103.64
S4 93.65 95.72 102.71
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 118.47 116.24 105.71
R3 112.74 110.51 104.14
R2 107.01 107.01 103.61
R1 104.78 104.78 103.09 105.90
PP 101.28 101.28 101.28 101.83
S1 99.05 99.05 102.03 100.17
S2 95.55 95.55 101.51
S3 89.82 93.32 100.98
S4 84.09 87.59 99.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.14 98.77 6.37 6.1% 2.52 2.4% 91% True False 47,815
10 105.14 96.93 8.21 7.9% 2.80 2.7% 93% True False 46,570
20 113.97 95.79 18.18 17.4% 4.01 3.8% 48% False False 51,931
40 115.50 95.79 19.71 18.8% 3.22 3.1% 45% False False 46,376
60 115.50 95.79 19.71 18.8% 2.99 2.9% 45% False False 45,929
80 115.50 95.75 19.75 18.9% 2.85 2.7% 45% False False 49,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119.55
2.618 114.02
1.618 110.63
1.000 108.53
0.618 107.24
HIGH 105.14
0.618 103.85
0.500 103.45
0.382 103.04
LOW 101.75
0.618 99.65
1.000 98.36
1.618 96.26
2.618 92.87
4.250 87.34
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 104.20 104.17
PP 103.82 103.78
S1 103.45 103.38

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

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