NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 99.36 96.98 -2.38 -2.4% 98.11
High 99.65 97.81 -1.84 -1.8% 104.60
Low 96.83 95.02 -1.81 -1.9% 95.25
Close 97.37 96.91 -0.46 -0.5% 99.65
Range 2.82 2.79 -0.03 -1.1% 9.35
ATR 4.00 3.92 -0.09 -2.2% 0.00
Volume 292,713 354,159 61,446 21.0% 2,139,498
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 104.95 103.72 98.44
R3 102.16 100.93 97.68
R2 99.37 99.37 97.42
R1 98.14 98.14 97.17 97.36
PP 96.58 96.58 96.58 96.19
S1 95.35 95.35 96.65 94.57
S2 93.79 93.79 96.40
S3 91.00 92.56 96.14
S4 88.21 89.77 95.38
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 127.88 123.12 104.79
R3 118.53 113.77 102.22
R2 109.18 109.18 101.36
R1 104.42 104.42 100.51 106.80
PP 99.83 99.83 99.83 101.03
S1 95.07 95.07 98.79 97.45
S2 90.48 90.48 97.94
S3 81.13 85.72 97.08
S4 71.78 76.37 94.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.60 95.02 9.58 9.9% 4.31 4.4% 20% False True 389,187
10 111.22 94.63 16.59 17.1% 5.30 5.5% 14% False False 432,042
20 114.83 94.63 20.20 20.8% 3.95 4.1% 11% False False 346,914
40 114.83 94.63 20.20 20.8% 3.18 3.3% 11% False False 235,868
60 114.83 93.75 21.08 21.8% 3.37 3.5% 15% False False 184,351
80 114.83 90.50 24.33 25.1% 2.99 3.1% 26% False False 159,900
100 114.83 90.50 24.33 25.1% 2.73 2.8% 26% False False 136,900
120 114.83 83.20 31.63 32.6% 2.55 2.6% 43% False False 119,383
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.16
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 109.67
2.618 105.11
1.618 102.32
1.000 100.60
0.618 99.53
HIGH 97.81
0.618 96.74
0.500 96.42
0.382 96.09
LOW 95.02
0.618 93.30
1.000 92.23
1.618 90.51
2.618 87.72
4.250 83.16
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 96.75 97.86
PP 96.58 97.54
S1 96.42 97.23

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

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