NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 98.28 100.57 2.29 2.3% 98.71
High 101.72 101.57 -0.15 -0.1% 105.52
Low 98.28 99.04 0.76 0.8% 96.03
Close 100.89 99.32 -1.57 -1.6% 100.48
Range 3.44 2.53 -0.91 -26.5% 9.49
ATR 3.83 3.74 -0.09 -2.4% 0.00
Volume 49,138 54,187 5,049 10.3% 305,037
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 107.57 105.97 100.71
R3 105.04 103.44 100.02
R2 102.51 102.51 99.78
R1 100.91 100.91 99.55 100.45
PP 99.98 99.98 99.98 99.74
S1 98.38 98.38 99.09 97.92
S2 97.45 97.45 98.86
S3 94.92 95.85 98.62
S4 92.39 93.32 97.93
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 129.15 124.30 105.70
R3 119.66 114.81 103.09
R2 110.17 110.17 102.22
R1 105.32 105.32 101.35 107.75
PP 100.68 100.68 100.68 101.89
S1 95.83 95.83 99.61 98.26
S2 91.19 91.19 98.74
S3 81.70 86.34 97.87
S4 72.21 76.85 95.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.72 95.95 5.77 5.8% 2.99 3.0% 58% False False 45,720
10 105.52 95.51 10.01 10.1% 4.48 4.5% 38% False False 53,913
20 115.52 95.51 20.01 20.1% 3.86 3.9% 19% False False 41,928
40 115.52 95.51 20.01 20.1% 3.09 3.1% 19% False False 31,928
60 115.52 95.51 20.01 20.1% 2.98 3.0% 19% False False 27,894
80 115.52 92.09 23.43 23.6% 2.72 2.7% 31% False False 25,350
100 115.52 91.78 23.74 23.9% 2.46 2.5% 32% False False 21,915
120 115.52 86.20 29.32 29.5% 2.24 2.3% 45% False False 18,985
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 112.32
2.618 108.19
1.618 105.66
1.000 104.10
0.618 103.13
HIGH 101.57
0.618 100.60
0.500 100.31
0.382 100.01
LOW 99.04
0.618 97.48
1.000 96.51
1.618 94.95
2.618 92.42
4.250 88.29
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 100.31 99.16
PP 99.98 99.00
S1 99.65 98.84

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

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