NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 97.54 99.27 1.73 1.8% 99.96
High 100.08 101.63 1.55 1.5% 101.42
Low 96.61 98.20 1.59 1.6% 95.54
Close 99.59 101.32 1.73 1.7% 100.10
Range 3.47 3.43 -0.04 -1.2% 5.88
ATR 3.78 3.76 -0.03 -0.7% 0.00
Volume 323,171 339,324 16,153 5.0% 1,239,915
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 110.67 109.43 103.21
R3 107.24 106.00 102.26
R2 103.81 103.81 101.95
R1 102.57 102.57 101.63 103.19
PP 100.38 100.38 100.38 100.70
S1 99.14 99.14 101.01 99.76
S2 96.95 96.95 100.69
S3 93.52 95.71 100.38
S4 90.09 92.28 99.43
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
5 101.63 96.35 5.28 5.2% 3.45 3.4% 94% True False 322,783
10 101.63 95.54 6.09 6.0% 3.51 3.5% 95% True False 260,132
20 115.27 95.18 20.09 19.8% 4.23 4.2% 31% False False 182,940
40 115.27 95.18 20.09 19.8% 3.33 3.3% 31% False False 119,369
60 115.27 95.18 20.09 19.8% 3.15 3.1% 31% False False 89,870
80 115.27 93.10 22.17 21.9% 2.97 2.9% 37% False False 75,620
100 115.27 91.28 23.99 23.7% 2.72 2.7% 42% False False 64,684
120 115.27 89.01 26.26 25.9% 2.46 2.4% 47% False False 55,116
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 0.95
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.21
2.618 110.61
1.618 107.18
1.000 105.06
0.618 103.75
HIGH 101.63
0.618 100.32
0.500 99.92
0.382 99.51
LOW 98.20
0.618 96.08
1.000 94.77
1.618 92.65
2.618 89.22
4.250 83.62
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 100.85 100.55
PP 100.38 99.77
S1 99.92 99.00

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

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