NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 100.57 99.46 -1.11 -1.1% 99.86
High 101.57 100.79 -0.78 -0.8% 101.72
Low 99.04 96.75 -2.29 -2.3% 95.95
Close 99.32 100.48 1.16 1.2% 100.48
Range 2.53 4.04 1.51 59.7% 5.77
ATR 3.74 3.76 0.02 0.6% 0.00
Volume 54,187 44,031 -10,156 -18.7% 219,525
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 111.46 110.01 102.70
R3 107.42 105.97 101.59
R2 103.38 103.38 101.22
R1 101.93 101.93 100.85 102.66
PP 99.34 99.34 99.34 99.70
S1 97.89 97.89 100.11 98.62
S2 95.30 95.30 99.74
S3 91.26 93.85 99.37
S4 87.22 89.81 98.26
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.69 114.36 103.65
R3 110.92 108.59 102.07
R2 105.15 105.15 101.54
R1 102.82 102.82 101.01 103.99
PP 99.38 99.38 99.38 99.97
S1 97.05 97.05 99.95 98.22
S2 93.61 93.61 99.42
S3 87.84 91.28 98.89
S4 82.07 85.51 97.31
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 5.7% 3.09 3.1% 79% False False 43,905
10 105.52 95.95 9.57 9.5% 4.11 4.1% 47% False False 52,456
20 115.52 95.51 20.01 19.9% 3.99 4.0% 25% False False 42,729
40 115.52 95.51 20.01 19.9% 3.15 3.1% 25% False False 32,614
60 115.52 95.51 20.01 19.9% 2.96 2.9% 25% False False 27,886
80 115.52 93.40 22.12 22.0% 2.74 2.7% 32% False False 25,757
100 115.52 91.78 23.74 23.6% 2.49 2.5% 37% False False 22,334
120 115.52 86.20 29.32 29.2% 2.26 2.2% 49% False False 19,344
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.97
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 117.96
2.618 111.37
1.618 107.33
1.000 104.83
0.618 103.29
HIGH 100.79
0.618 99.25
0.500 98.77
0.382 98.29
LOW 96.75
0.618 94.25
1.000 92.71
1.618 90.21
2.618 86.17
4.250 79.58
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 99.91 100.07
PP 99.34 99.65
S1 98.77 99.24

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

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