NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	99.88	99.29	-0.59	-0.6%	100.35
High	99.88	101.45	1.57	1.6%	102.03
Low	98.17	99.04	0.87	0.9%	97.13
Close	99.36	101.30	1.94	2.0%	101.42
Range	1.71	2.41	0.70	40.9%	4.90
ATR	3.19	3.14	-0.06	-1.7%	0.00
Volume	6,706	3,746	-2,960	-44.1%	19,845

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.83	106.97	102.63
R3	105.42	104.56	101.96
R2	103.01	103.01	101.74
R1	102.15	102.15	101.52	102.58
PP	100.60	100.60	100.60	100.81
S1	99.74	99.74	101.08	100.17
S2	98.19	98.19	100.86
S3	95.78	97.33	100.64
S4	93.37	94.92	99.97

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.89	113.06	104.12
R3	109.99	108.16	102.77
R2	105.09	105.09	102.32
R1	103.26	103.26	101.87	104.18
PP	100.19	100.19	100.19	100.65
S1	98.36	98.36	100.97	99.28
S2	95.29	95.29	100.52
S3	90.39	93.46	100.07
S4	85.49	88.56	98.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.03	98.17	3.86	3.8%	2.36	2.3%	81%	False	False	4,664
10	105.30	97.08	8.22	8.1%	2.98	2.9%	51%	False	False	5,081
20	115.22	96.46	18.76	18.5%	3.29	3.2%	26%	False	False	4,123

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	0.51
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.69
2.618	107.76
1.618	105.35
1.000	103.86
0.618	102.94
HIGH	101.45
0.618	100.53
0.500	100.25
0.382	99.96
LOW	99.04
0.618	97.55
1.000	96.63
1.618	95.14
2.618	92.73
4.250	88.80

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	100.95	100.85
PP	100.60	100.39
S1	100.25	99.94

Download as Excel Spreadsheet

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

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