NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 99.68 97.54 -2.14 -2.1% 99.96
High 100.04 100.08 0.04 0.0% 101.42
Low 96.37 96.61 0.24 0.2% 95.54
Close 97.70 99.59 1.89 1.9% 100.10
Range 3.67 3.47 -0.20 -5.4% 5.88
ATR 3.81 3.78 -0.02 -0.6% 0.00
Volume 280,602 323,171 42,569 15.2% 1,239,915
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 109.17 107.85 101.50
R3 105.70 104.38 100.54
R2 102.23 102.23 100.23
R1 100.91 100.91 99.91 101.57
PP 98.76 98.76 98.76 99.09
S1 97.44 97.44 99.27 98.10
S2 95.29 95.29 98.95
S3 91.82 93.97 98.64
S4 88.35 90.50 97.68
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 96.35 5.07 5.1% 3.45 3.5% 64% False False 308,604
10 105.16 95.54 9.62 9.7% 3.87 3.9% 42% False False 241,023
20 115.27 95.18 20.09 20.2% 4.19 4.2% 22% False False 169,100
40 115.27 95.18 20.09 20.2% 3.30 3.3% 22% False False 111,530
60 115.27 95.18 20.09 20.2% 3.15 3.2% 22% False False 84,717
80 115.27 93.10 22.17 22.3% 2.96 3.0% 29% False False 71,948
100 115.27 91.28 23.99 24.1% 2.71 2.7% 35% False False 61,402
120 115.27 88.27 27.00 27.1% 2.44 2.5% 42% False False 52,328
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 0.92
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.83
2.618 109.16
1.618 105.69
1.000 103.55
0.618 102.22
HIGH 100.08
0.618 98.75
0.500 98.35
0.382 97.94
LOW 96.61
0.618 94.47
1.000 93.14
1.618 91.00
2.618 87.53
4.250 81.86
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 99.18 99.19
PP 98.76 98.79
S1 98.35 98.39

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

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