NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 100.39 98.17 -2.22 -2.2% 100.00
High 100.83 99.04 -1.79 -1.8% 105.73
Low 98.12 96.35 -1.77 -1.8% 96.36
Close 98.59 98.19 -0.40 -0.4% 100.79
Range 2.71 2.69 -0.02 -0.7% 9.37
ATR 3.83 3.75 -0.08 -2.1% 0.00
Volume 27,227 25,325 -1,902 -7.0% 199,934
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 105.93 104.75 99.67
R3 103.24 102.06 98.93
R2 100.55 100.55 98.68
R1 99.37 99.37 98.44 99.96
PP 97.86 97.86 97.86 98.16
S1 96.68 96.68 97.94 97.27
S2 95.17 95.17 97.70
S3 92.48 93.99 97.45
S4 89.79 91.30 96.71
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 129.07 124.30 105.94
R3 119.70 114.93 103.37
R2 110.33 110.33 102.51
R1 105.56 105.56 101.65 107.95
PP 100.96 100.96 100.96 102.15
S1 96.19 96.19 99.93 98.58
S2 91.59 91.59 99.07
S3 82.22 86.82 98.21
S4 72.85 77.45 95.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.73 96.35 9.38 9.6% 4.24 4.3% 20% False True 33,314
10 112.12 95.85 16.27 16.6% 5.17 5.3% 14% False False 36,031
20 115.63 95.85 19.78 20.1% 3.82 3.9% 12% False False 29,428
40 115.63 95.85 19.78 20.1% 2.91 3.0% 12% False False 23,416
60 115.63 95.85 19.78 20.1% 2.93 3.0% 12% False False 22,245
80 115.63 92.33 23.30 23.7% 2.58 2.6% 25% False False 20,266
100 115.63 91.94 23.69 24.1% 2.33 2.4% 26% False False 17,376
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.20
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 110.47
2.618 106.08
1.618 103.39
1.000 101.73
0.618 100.70
HIGH 99.04
0.618 98.01
0.500 97.70
0.382 97.38
LOW 96.35
0.618 94.69
1.000 93.66
1.618 92.00
2.618 89.31
4.250 84.92
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 98.03 99.10
PP 97.86 98.80
S1 97.70 98.49

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

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