NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 102.68 99.79 -2.89 -2.8% 99.68
High 103.31 100.93 -2.38 -2.3% 101.90
Low 99.86 98.46 -1.40 -1.4% 96.37
Close 100.29 100.40 0.11 0.1% 100.59
Range 3.45 2.47 -0.98 -28.4% 5.53
ATR 3.50 3.42 -0.07 -2.1% 0.00
Volume 349,879 373,264 23,385 6.7% 1,453,721
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.34 106.34 101.76
R3 104.87 103.87 101.08
R2 102.40 102.40 100.85
R1 101.40 101.40 100.63 101.90
PP 99.93 99.93 99.93 100.18
S1 98.93 98.93 100.17 99.43
S2 97.46 97.46 99.95
S3 94.99 96.46 99.72
S4 92.52 93.99 99.04
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
5 103.39 98.46 4.93 4.9% 2.64 2.6% 39% False True 289,204
10 103.39 96.35 7.04 7.0% 3.04 3.0% 58% False False 305,993
20 109.85 95.18 14.67 14.6% 4.20 4.2% 36% False False 239,035
40 115.27 95.18 20.09 20.0% 3.46 3.4% 26% False False 150,616
60 115.27 95.18 20.09 20.0% 3.16 3.1% 26% False False 111,221
80 115.27 93.10 22.17 22.1% 3.04 3.0% 33% False False 92,174
100 115.27 91.36 23.91 23.8% 2.75 2.7% 38% False False 78,404
120 115.27 89.17 26.10 26.0% 2.51 2.5% 43% False False 66,744
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 True
Bull Hook False
Stretch 0.84
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.43
2.618 107.40
1.618 104.93
1.000 103.40
0.618 102.46
HIGH 100.93
0.618 99.99
0.500 99.70
0.382 99.40
LOW 98.46
0.618 96.93
1.000 95.99
1.618 94.46
2.618 91.99
4.250 87.96
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 100.17 100.93
PP 99.93 100.75
S1 99.70 100.58

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

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