NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 109.88 101.20 -8.68 -7.9% 114.41
High 109.93 103.61 -6.32 -5.7% 115.57
Low 99.48 96.04 -3.44 -3.5% 96.04
Close 100.96 98.65 -2.31 -2.3% 98.65
Range 10.45 7.57 -2.88 -27.6% 19.53
ATR 2.79 3.13 0.34 12.3% 0.00
Volume 9,482 11,986 2,504 26.4% 37,252
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 122.14 117.97 102.81
R3 114.57 110.40 100.73
R2 107.00 107.00 100.04
R1 102.83 102.83 99.34 101.13
PP 99.43 99.43 99.43 98.59
S1 95.26 95.26 97.96 93.56
S2 91.86 91.86 97.26
S3 84.29 87.69 96.57
S4 76.72 80.12 94.49
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 162.01 149.86 109.39
R3 142.48 130.33 104.02
R2 122.95 122.95 102.23
R1 110.80 110.80 100.44 107.11
PP 103.42 103.42 103.42 101.58
S1 91.27 91.27 96.86 87.58
S2 83.89 83.89 95.07
S3 64.36 71.74 93.28
S4 44.83 52.21 87.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.57 96.04 19.53 19.8% 5.29 5.4% 13% False True 7,450
10 115.57 96.04 19.53 19.8% 3.49 3.5% 13% False True 6,861
20 115.57 96.04 19.53 19.8% 2.88 2.9% 13% False True 7,625
40 115.57 96.04 19.53 19.8% 2.33 2.4% 13% False True 7,396
60 115.57 95.74 19.83 20.1% 2.26 2.3% 15% False False 8,157
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.78
2.618 123.43
1.618 115.86
1.000 111.18
0.618 108.29
HIGH 103.61
0.618 100.72
0.500 99.83
0.382 98.93
LOW 96.04
0.618 91.36
1.000 88.47
1.618 83.79
2.618 76.22
4.250 63.87
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 99.83 104.05
PP 99.43 102.25
S1 99.04 100.45

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

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