NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 102.23 101.09 -1.14 -1.1% 100.32
High 102.80 102.25 -0.55 -0.5% 102.80
Low 100.66 101.08 0.42 0.4% 97.16
Close 101.32 101.63 0.31 0.3% 101.63
Range 2.14 1.17 -0.97 -45.3% 5.64
ATR 3.53 3.36 -0.17 -4.8% 0.00
Volume 42,183 61,152 18,969 45.0% 218,356
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 105.16 104.57 102.27
R3 103.99 103.40 101.95
R2 102.82 102.82 101.84
R1 102.23 102.23 101.74 102.53
PP 101.65 101.65 101.65 101.80
S1 101.06 101.06 101.52 101.36
S2 100.48 100.48 101.42
S3 99.31 99.89 101.31
S4 98.14 98.72 100.99
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 117.45 115.18 104.73
R3 111.81 109.54 103.18
R2 106.17 106.17 102.66
R1 103.90 103.90 102.15 105.04
PP 100.53 100.53 100.53 101.10
S1 98.26 98.26 101.11 99.40
S2 94.89 94.89 100.60
S3 89.25 92.62 100.08
S4 83.61 86.98 98.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.80 97.16 5.64 5.5% 2.74 2.7% 79% False False 43,671
10 102.80 96.35 6.45 6.3% 2.86 2.8% 82% False False 37,439
20 115.63 95.85 19.78 19.5% 4.07 4.0% 29% False False 36,148
40 115.63 95.85 19.78 19.5% 3.14 3.1% 29% False False 28,691
60 115.63 95.85 19.78 19.5% 2.86 2.8% 29% False False 24,571
80 115.63 94.50 21.13 20.8% 2.72 2.7% 34% False False 22,799
100 115.63 91.94 23.69 23.3% 2.46 2.4% 41% False False 20,350
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 107.22
2.618 105.31
1.618 104.14
1.000 103.42
0.618 102.97
HIGH 102.25
0.618 101.80
0.500 101.67
0.382 101.53
LOW 101.08
0.618 100.36
1.000 99.91
1.618 99.19
2.618 98.02
4.250 96.11
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 101.67 101.40
PP 101.65 101.17
S1 101.64 100.94

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

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