NYMEX Light Sweet Crude Oil Future October 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 101.15 100.44 -0.71 -0.7% 100.15
High 101.90 101.18 -0.72 -0.7% 102.14
Low 99.73 97.60 -2.13 -2.1% 96.56
Close 99.93 101.05 1.12 1.1% 101.05
Range 2.17 3.58 1.41 65.0% 5.58
ATR 3.47 3.48 0.01 0.2% 0.00
Volume 12,532 10,841 -1,691 -13.5% 57,512
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 110.68 109.45 103.02
R3 107.10 105.87 102.03
R2 103.52 103.52 101.71
R1 102.29 102.29 101.38 102.91
PP 99.94 99.94 99.94 100.25
S1 98.71 98.71 100.72 99.33
S2 96.36 96.36 100.39
S3 92.78 95.13 100.07
S4 89.20 91.55 99.08
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.66 114.43 104.12
R3 111.08 108.85 102.58
R2 105.50 105.50 102.07
R1 103.27 103.27 101.56 104.39
PP 99.92 99.92 99.92 100.47
S1 97.69 97.69 100.54 98.81
S2 94.34 94.34 100.03
S3 88.76 92.11 99.52
S4 83.18 86.53 97.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.14 96.56 5.58 5.5% 2.78 2.7% 80% False False 11,502
10 105.81 96.56 9.25 9.2% 3.85 3.8% 49% False False 14,106
20 115.58 96.56 19.02 18.8% 3.67 3.6% 24% False False 12,429
40 115.58 96.56 19.02 18.8% 2.80 2.8% 24% False False 10,933
60 115.58 96.56 19.02 18.8% 2.62 2.6% 24% False False 10,127
80 115.58 94.22 21.36 21.1% 2.44 2.4% 32% False False 10,210
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 0.77
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116.40
2.618 110.55
1.618 106.97
1.000 104.76
0.618 103.39
HIGH 101.18
0.618 99.81
0.500 99.39
0.382 98.97
LOW 97.60
0.618 95.39
1.000 94.02
1.618 91.81
2.618 88.23
4.250 82.39
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 100.50 100.66
PP 99.94 100.26
S1 99.39 99.87

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

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