NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 108.59 100.54 -8.05 -7.4% 112.94
High 108.59 103.12 -5.47 -5.0% 115.22
Low 99.41 96.46 -2.95 -3.0% 96.46
Close 100.93 98.67 -2.26 -2.2% 98.67
Range 9.18 6.66 -2.52 -27.5% 18.76
ATR 2.71 2.99 0.28 10.4% 0.00
Volume 2,821 5,490 2,669 94.6% 15,040
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 119.40 115.69 102.33
R3 112.74 109.03 100.50
R2 106.08 106.08 99.89
R1 102.37 102.37 99.28 100.90
PP 99.42 99.42 99.42 98.68
S1 95.71 95.71 98.06 94.24
S2 92.76 92.76 97.45
S3 86.10 89.05 96.84
S4 79.44 82.39 95.01
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 159.73 147.96 108.99
R3 140.97 129.20 103.83
R2 122.21 122.21 102.11
R1 110.44 110.44 100.39 106.95
PP 103.45 103.45 103.45 101.70
S1 91.68 91.68 96.95 88.19
S2 84.69 84.69 95.23
S3 65.93 72.92 93.51
S4 47.17 54.16 88.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.22 96.46 18.76 19.0% 4.71 4.8% 12% False True 3,008
10 115.22 96.46 18.76 19.0% 3.14 3.2% 12% False True 2,673
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.43
2.618 120.56
1.618 113.90
1.000 109.78
0.618 107.24
HIGH 103.12
0.618 100.58
0.500 99.79
0.382 99.00
LOW 96.46
0.618 92.34
1.000 89.80
1.618 85.68
2.618 79.02
4.250 68.16
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 99.79 104.15
PP 99.42 102.32
S1 99.04 100.50

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

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