NYMEX Light Sweet Crude Oil Future July 2011


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 109.32 100.34 -8.98 -8.2% 114.28
High 109.85 102.93 -6.92 -6.3% 115.27
Low 98.77 95.18 -3.59 -3.6% 95.18
Close 100.34 97.77 -2.57 -2.6% 97.77
Range 11.08 7.75 -3.33 -30.1% 20.09
ATR 3.25 3.57 0.32 9.9% 0.00
Volume 80,418 144,704 64,286 79.9% 406,503
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 121.88 117.57 102.03
R3 114.13 109.82 99.90
R2 106.38 106.38 99.19
R1 102.07 102.07 98.48 100.35
PP 98.63 98.63 98.63 97.77
S1 94.32 94.32 97.06 92.60
S2 90.88 90.88 96.35
S3 83.13 86.57 95.64
S4 75.38 78.82 93.51
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 163.01 150.48 108.82
R3 142.92 130.39 103.29
R2 122.83 122.83 101.45
R1 110.30 110.30 99.61 106.52
PP 102.74 102.74 102.74 100.85
S1 90.21 90.21 95.93 86.43
S2 82.65 82.65 94.09
S3 62.56 70.12 92.25
S4 42.47 50.03 86.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.27 95.18 20.09 20.5% 5.67 5.8% 13% False True 81,300
10 115.27 95.18 20.09 20.5% 3.91 4.0% 13% False True 70,820
20 115.27 95.18 20.09 20.5% 3.50 3.6% 13% False True 68,677
40 115.27 95.18 20.09 20.5% 2.95 3.0% 13% False True 50,967
60 115.27 93.10 22.17 22.7% 2.92 3.0% 21% False False 46,196
80 115.27 91.36 23.91 24.5% 2.58 2.6% 27% False False 40,477
100 115.27 89.63 25.64 26.2% 2.34 2.4% 32% False False 34,436
120 115.27 83.16 32.11 32.8% 2.18 2.2% 45% False False 29,623
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 0.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.87
2.618 123.22
1.618 115.47
1.000 110.68
0.618 107.72
HIGH 102.93
0.618 99.97
0.500 99.06
0.382 98.14
LOW 95.18
0.618 90.39
1.000 87.43
1.618 82.64
2.618 74.89
4.250 62.24
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 99.06 103.44
PP 98.63 101.55
S1 98.20 99.66

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

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