NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 104.82 99.70 -5.12 -4.9% 114.95
High 105.73 101.60 -4.13 -3.9% 115.63
Low 98.70 96.36 -2.34 -2.4% 95.85
Close 99.37 100.14 0.77 0.8% 98.42
Range 7.03 5.24 -1.79 -25.5% 19.78
ATR 3.85 3.95 0.10 2.6% 0.00
Volume 37,912 45,809 7,897 20.8% 148,652
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 115.09 112.85 103.02
R3 109.85 107.61 101.58
R2 104.61 104.61 101.10
R1 102.37 102.37 100.62 103.49
PP 99.37 99.37 99.37 99.93
S1 97.13 97.13 99.66 98.25
S2 94.13 94.13 99.18
S3 88.89 91.89 98.70
S4 83.65 86.65 97.26
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 162.64 150.31 109.30
R3 142.86 130.53 103.86
R2 123.08 123.08 102.05
R1 110.75 110.75 100.23 107.03
PP 103.30 103.30 103.30 101.44
S1 90.97 90.97 96.61 87.25
S2 83.52 83.52 94.79
S3 63.74 71.19 92.98
S4 43.96 51.41 87.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.73 95.85 9.88 9.9% 5.85 5.8% 43% False False 43,748
10 115.63 95.85 19.78 19.8% 5.12 5.1% 22% False False 34,675
20 115.63 95.85 19.78 19.8% 3.74 3.7% 22% False False 28,988
40 115.63 95.85 19.78 19.8% 2.91 2.9% 22% False False 22,255
60 115.63 94.50 21.13 21.1% 2.85 2.8% 27% False False 21,636
80 115.63 92.33 23.30 23.3% 2.52 2.5% 34% False False 19,496
100 115.63 90.73 24.90 24.9% 2.26 2.3% 38% False False 16,655
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 False
Bull Hook False
Stretch 1.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.87
2.618 115.32
1.618 110.08
1.000 106.84
0.618 104.84
HIGH 101.60
0.618 99.60
0.500 98.98
0.382 98.36
LOW 96.36
0.618 93.12
1.000 91.12
1.618 87.88
2.618 82.64
4.250 74.09
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 99.75 101.05
PP 99.37 100.74
S1 98.98 100.44

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

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