NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 98.53 103.28 4.75 4.8% 114.28
High 103.92 104.54 0.62 0.6% 115.27
Low 97.96 100.68 2.72 2.8% 95.18
Close 103.10 104.47 1.37 1.3% 97.77
Range 5.96 3.86 -2.10 -35.2% 20.09
ATR 3.75 3.76 0.01 0.2% 0.00
Volume 163,459 196,542 33,083 20.2% 406,503
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 114.81 113.50 106.59
R3 110.95 109.64 105.53
R2 107.09 107.09 105.18
R1 105.78 105.78 104.82 106.44
PP 103.23 103.23 103.23 103.56
S1 101.92 101.92 104.12 102.58
S2 99.37 99.37 103.76
S3 95.51 98.06 103.41
S4 91.65 94.20 102.35
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
5 111.70 95.18 16.52 15.8% 6.27 6.0% 56% False False 130,169
10 115.27 95.18 20.09 19.2% 4.51 4.3% 46% False False 97,177
20 115.27 95.18 20.09 19.2% 3.62 3.5% 46% False False 80,151
40 115.27 95.18 20.09 19.2% 3.04 2.9% 46% False False 58,106
60 115.27 93.10 22.17 21.2% 3.03 2.9% 51% False False 51,071
80 115.27 91.36 23.91 22.9% 2.67 2.6% 55% False False 44,565
100 115.27 90.36 24.91 23.8% 2.41 2.3% 57% False False 37,897
120 115.27 83.16 32.11 30.7% 2.24 2.1% 66% False False 32,579
Crabel Price Patterns
NR True
NR4 True
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 0.92
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120.95
2.618 114.65
1.618 110.79
1.000 108.40
0.618 106.93
HIGH 104.54
0.618 103.07
0.500 102.61
0.382 102.15
LOW 100.68
0.618 98.29
1.000 96.82
1.618 94.43
2.618 90.57
4.250 84.28
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 103.85 102.93
PP 103.23 101.40
S1 102.61 99.86

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

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