NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 101.72 103.63 1.91 1.9% 100.32
High 104.31 104.31 0.00 0.0% 102.80
Low 100.65 100.93 0.28 0.3% 97.16
Close 103.73 101.33 -2.40 -2.3% 101.63
Range 3.66 3.38 -0.28 -7.7% 5.64
ATR 3.38 3.38 0.00 0.0% 0.00
Volume 41,037 52,992 11,955 29.1% 218,356
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 112.33 110.21 103.19
R3 108.95 106.83 102.26
R2 105.57 105.57 101.95
R1 103.45 103.45 101.64 102.82
PP 102.19 102.19 102.19 101.88
S1 100.07 100.07 101.02 99.44
S2 98.81 98.81 100.71
S3 95.43 96.69 100.40
S4 92.05 93.31 99.47
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
5 104.31 99.07 5.24 5.2% 2.75 2.7% 43% True False 47,717
10 104.31 97.13 7.18 7.1% 3.02 3.0% 58% True False 41,587
20 112.12 95.85 16.27 16.1% 4.09 4.0% 34% False False 38,809
40 115.63 95.85 19.78 19.5% 3.25 3.2% 28% False False 30,248
60 115.63 95.85 19.78 19.5% 2.91 2.9% 28% False False 25,368
80 115.63 94.50 21.13 20.9% 2.76 2.7% 32% False False 23,629
100 115.63 91.94 23.69 23.4% 2.49 2.5% 40% False False 21,145
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.68
2.618 113.16
1.618 109.78
1.000 107.69
0.618 106.40
HIGH 104.31
0.618 103.02
0.500 102.62
0.382 102.22
LOW 100.93
0.618 98.84
1.000 97.55
1.618 95.46
2.618 92.08
4.250 86.57
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 102.62 102.48
PP 102.19 102.10
S1 101.76 101.71

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

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