NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 101.24 100.16 -1.08 -1.1% 99.68
High 101.90 101.24 -0.66 -0.6% 101.90
Low 99.62 100.04 0.42 0.4% 96.37
Close 100.23 100.59 0.36 0.4% 100.59
Range 2.28 1.20 -1.08 -47.4% 5.53
ATR 3.65 3.48 -0.18 -4.8% 0.00
Volume 315,437 195,187 -120,250 -38.1% 1,453,721
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 104.22 103.61 101.25
R3 103.02 102.41 100.92
R2 101.82 101.82 100.81
R1 101.21 101.21 100.70 101.52
PP 100.62 100.62 100.62 100.78
S1 100.01 100.01 100.48 100.32
S2 99.42 99.42 100.37
S3 98.22 98.81 100.26
S4 97.02 97.61 99.93
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 116.21 113.93 103.63
R3 110.68 108.40 102.11
R2 105.15 105.15 101.60
R1 102.87 102.87 101.10 104.01
PP 99.62 99.62 99.62 100.19
S1 97.34 97.34 100.08 98.48
S2 94.09 94.09 99.58
S3 88.56 91.81 99.07
S4 83.03 86.28 97.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.90 96.37 5.53 5.5% 2.81 2.8% 76% False False 290,744
10 101.90 95.54 6.36 6.3% 2.97 3.0% 79% False False 269,363
20 115.27 95.18 20.09 20.0% 4.19 4.2% 27% False False 201,334
40 115.27 95.18 20.09 20.0% 3.32 3.3% 27% False False 130,171
60 115.27 95.18 20.09 20.0% 3.12 3.1% 27% False False 97,429
80 115.27 93.10 22.17 22.0% 2.99 3.0% 34% False False 81,318
100 115.27 91.28 23.99 23.8% 2.72 2.7% 39% False False 69,683
120 115.27 89.17 26.10 25.9% 2.47 2.5% 44% False False 59,212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 106.34
2.618 104.38
1.618 103.18
1.000 102.44
0.618 101.98
HIGH 101.24
0.618 100.78
0.500 100.64
0.382 100.50
LOW 100.04
0.618 99.30
1.000 98.84
1.618 98.10
2.618 96.90
4.250 94.94
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 100.64 100.41
PP 100.62 100.23
S1 100.61 100.05

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

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