NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 103.28 104.37 1.09 1.1% 114.28
High 104.54 105.16 0.62 0.6% 115.27
Low 100.68 98.07 -2.61 -2.6% 95.18
Close 104.47 98.77 -5.70 -5.5% 97.77
Range 3.86 7.09 3.23 83.7% 20.09
ATR 3.76 4.00 0.24 6.3% 0.00
Volume 196,542 148,235 -48,307 -24.6% 406,503
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 121.94 117.44 102.67
R3 114.85 110.35 100.72
R2 107.76 107.76 100.07
R1 103.26 103.26 99.42 101.97
PP 100.67 100.67 100.67 100.02
S1 96.17 96.17 98.12 94.88
S2 93.58 93.58 97.47
S3 86.49 89.08 96.82
S4 79.40 81.99 94.87
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
5 109.85 95.18 14.67 14.9% 7.15 7.2% 24% False False 146,671
10 115.27 95.18 20.09 20.3% 4.95 5.0% 18% False False 105,749
20 115.27 95.18 20.09 20.3% 3.74 3.8% 18% False False 84,169
40 115.27 95.18 20.09 20.3% 3.10 3.1% 18% False False 61,353
60 115.27 93.10 22.17 22.4% 3.12 3.2% 26% False False 53,074
80 115.27 91.36 23.91 24.2% 2.75 2.8% 31% False False 46,161
100 115.27 90.36 24.91 25.2% 2.48 2.5% 34% False False 39,324
120 115.27 83.16 32.11 32.5% 2.28 2.3% 49% False False 33,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.29
2.618 123.72
1.618 116.63
1.000 112.25
0.618 109.54
HIGH 105.16
0.618 102.45
0.500 101.62
0.382 100.78
LOW 98.07
0.618 93.69
1.000 90.98
1.618 86.60
2.618 79.51
4.250 67.94
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 101.62 101.56
PP 100.67 100.63
S1 99.72 99.70

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

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