NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 100.54 100.23 -0.31 -0.3% 112.94
High 103.12 104.50 1.38 1.3% 115.22
Low 96.46 100.04 3.58 3.7% 96.46
Close 98.67 103.89 5.22 5.3% 98.67
Range 6.66 4.46 -2.20 -33.0% 18.76
ATR 2.99 3.19 0.20 6.8% 0.00
Volume 5,490 4,561 -929 -16.9% 15,040
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 116.19 114.50 106.34
R3 111.73 110.04 105.12
R2 107.27 107.27 104.71
R1 105.58 105.58 104.30 106.43
PP 102.81 102.81 102.81 103.23
S1 101.12 101.12 103.48 101.97
S2 98.35 98.35 103.07
S3 93.89 96.66 102.66
S4 89.43 92.20 101.44
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
5 113.78 96.46 17.32 16.7% 4.93 4.7% 43% False False 3,581
10 115.22 96.46 18.76 18.1% 3.40 3.3% 40% False False 2,883
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 3 trading days
Fibonacci Retracements and Extensions
4.250 123.46
2.618 116.18
1.618 111.72
1.000 108.96
0.618 107.26
HIGH 104.50
0.618 102.80
0.500 102.27
0.382 101.74
LOW 100.04
0.618 97.28
1.000 95.58
1.618 92.82
2.618 88.36
4.250 81.09
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 103.35 103.44
PP 102.81 102.98
S1 102.27 102.53

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

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