NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 99.29 99.96 0.67 0.7% 98.53
High 101.21 100.12 -1.09 -1.1% 105.16
Low 97.60 97.39 -0.21 -0.2% 95.78
Close 100.12 97.85 -2.27 -2.3% 100.12
Range 3.61 2.73 -0.88 -24.4% 9.38
ATR 4.05 3.96 -0.09 -2.3% 0.00
Volume 217,844 129,392 -88,452 -40.6% 926,548
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 106.64 104.98 99.35
R3 103.91 102.25 98.60
R2 101.18 101.18 98.35
R1 99.52 99.52 98.10 98.99
PP 98.45 98.45 98.45 98.19
S1 96.79 96.79 97.60 96.26
S2 95.72 95.72 97.35
S3 92.99 94.06 97.10
S4 90.26 91.33 96.35
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 128.49 123.69 105.28
R3 119.11 114.31 102.70
R2 109.73 109.73 101.84
R1 104.93 104.93 100.98 107.33
PP 100.35 100.35 100.35 101.56
S1 95.55 95.55 99.26 97.95
S2 90.97 90.97 98.40
S3 81.59 86.17 97.54
S4 72.21 76.79 94.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.16 95.78 9.38 9.6% 4.50 4.6% 22% False False 178,496
10 113.69 95.18 18.51 18.9% 5.29 5.4% 14% False False 141,347
20 115.27 95.18 20.09 20.5% 3.94 4.0% 13% False False 98,677
40 115.27 95.18 20.09 20.5% 3.08 3.2% 13% False False 73,104
60 115.27 93.64 21.63 22.1% 3.23 3.3% 19% False False 60,874
80 115.27 91.36 23.91 24.4% 2.83 2.9% 27% False False 52,514
100 115.27 91.28 23.99 24.5% 2.56 2.6% 27% False False 44,557
120 115.27 83.16 32.11 32.8% 2.35 2.4% 46% False False 38,212
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 1.03
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 111.72
2.618 107.27
1.618 104.54
1.000 102.85
0.618 101.81
HIGH 100.12
0.618 99.08
0.500 98.76
0.382 98.43
LOW 97.39
0.618 95.70
1.000 94.66
1.618 92.97
2.618 90.24
4.250 85.79
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 98.76 98.50
PP 98.45 98.28
S1 98.15 98.07

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

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