NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 99.06 99.68 0.62 0.6% 99.96
High 100.42 100.04 -0.38 -0.4% 101.42
Low 96.35 96.37 0.02 0.0% 95.54
Close 100.10 97.70 -2.40 -2.4% 100.10
Range 4.07 3.67 -0.40 -9.8% 5.88
ATR 3.81 3.81 -0.01 -0.2% 0.00
Volume 379,682 280,602 -99,080 -26.1% 1,239,915
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 109.05 107.04 99.72
R3 105.38 103.37 98.71
R2 101.71 101.71 98.37
R1 99.70 99.70 98.04 98.87
PP 98.04 98.04 98.04 97.62
S1 96.03 96.03 97.36 95.20
S2 94.37 94.37 97.03
S3 90.70 92.36 96.69
S4 87.03 88.69 95.68
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.66 114.26 103.33
R3 110.78 108.38 101.72
R2 104.90 104.90 101.18
R1 102.50 102.50 100.64 103.70
PP 99.02 99.02 99.02 99.62
S1 96.62 96.62 99.56 97.82
S2 93.14 93.14 99.02
S3 87.26 90.74 98.48
S4 81.38 84.86 96.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.42 95.54 5.88 6.0% 3.32 3.4% 37% False False 278,225
10 105.16 95.54 9.62 9.8% 3.91 4.0% 22% False False 228,360
20 115.27 95.18 20.09 20.6% 4.09 4.2% 13% False False 155,161
40 115.27 95.18 20.09 20.6% 3.27 3.3% 13% False False 104,245
60 115.27 95.18 20.09 20.6% 3.14 3.2% 13% False False 79,847
80 115.27 93.05 22.22 22.7% 2.95 3.0% 21% False False 68,509
100 115.27 91.28 23.99 24.6% 2.69 2.8% 27% False False 58,247
120 115.27 86.78 28.49 29.2% 2.43 2.5% 38% False False 49,662
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.64
2.618 109.65
1.618 105.98
1.000 103.71
0.618 102.31
HIGH 100.04
0.618 98.64
0.500 98.21
0.382 97.77
LOW 96.37
0.618 94.10
1.000 92.70
1.618 90.43
2.618 86.76
4.250 80.77
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 98.21 98.80
PP 98.04 98.43
S1 97.87 98.07

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

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