NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 99.76 98.60 -1.16 -1.2% 99.36
High 100.79 99.90 -0.89 -0.9% 100.99
Low 98.16 95.99 -2.17 -2.2% 95.02
Close 98.44 99.49 1.05 1.1% 99.49
Range 2.63 3.91 1.28 48.7% 5.97
ATR 3.84 3.84 0.01 0.1% 0.00
Volume 94,406 29,799 -64,607 -68.4% 1,036,536
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 110.19 108.75 101.64
R3 106.28 104.84 100.57
R2 102.37 102.37 100.21
R1 100.93 100.93 99.85 101.65
PP 98.46 98.46 98.46 98.82
S1 97.02 97.02 99.13 97.74
S2 94.55 94.55 98.77
S3 90.64 93.11 98.41
S4 86.73 89.20 97.34
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.41 113.92 102.77
R3 110.44 107.95 101.13
R2 104.47 104.47 100.58
R1 101.98 101.98 100.04 103.23
PP 98.50 98.50 98.50 99.12
S1 96.01 96.01 98.94 97.26
S2 92.53 92.53 98.40
S3 86.56 90.04 97.85
S4 80.59 84.07 96.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.99 95.02 5.97 6.0% 3.14 3.2% 75% False False 207,307
10 104.60 95.02 9.58 9.6% 4.14 4.2% 47% False False 317,603
20 114.83 94.63 20.20 20.3% 4.04 4.1% 24% False False 326,260
40 114.83 94.63 20.20 20.3% 3.26 3.3% 24% False False 239,325
60 114.83 94.63 20.20 20.3% 3.22 3.2% 24% False False 186,486
80 114.83 91.55 23.28 23.4% 3.04 3.1% 34% False False 161,923
100 114.83 90.50 24.33 24.5% 2.80 2.8% 37% False False 140,260
120 114.83 85.31 29.52 29.7% 2.58 2.6% 48% False False 122,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.03
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116.52
2.618 110.14
1.618 106.23
1.000 103.81
0.618 102.32
HIGH 99.90
0.618 98.41
0.500 97.95
0.382 97.48
LOW 95.99
0.618 93.57
1.000 92.08
1.618 89.66
2.618 85.75
4.250 79.37
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 98.98 99.16
PP 98.46 98.82
S1 97.95 98.49

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

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