NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 102.50 105.07 2.57 2.5% 114.41
High 105.49 105.74 0.25 0.2% 115.57
Low 101.58 98.82 -2.76 -2.7% 96.04
Close 105.46 99.58 -5.88 -5.6% 98.65
Range 3.91 6.92 3.01 77.0% 19.53
ATR 3.37 3.63 0.25 7.5% 0.00
Volume 14,473 11,291 -3,182 -22.0% 37,252
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 122.14 117.78 103.39
R3 115.22 110.86 101.48
R2 108.30 108.30 100.85
R1 103.94 103.94 100.21 102.66
PP 101.38 101.38 101.38 100.74
S1 97.02 97.02 98.95 95.74
S2 94.46 94.46 98.31
S3 87.54 90.10 97.68
S4 80.62 83.18 95.77
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
5 109.93 96.04 13.89 13.9% 6.70 6.7% 25% False False 11,767
10 115.57 96.04 19.53 19.6% 4.56 4.6% 18% False False 9,009
20 115.57 96.04 19.53 19.6% 3.18 3.2% 18% False False 8,088
40 115.57 96.04 19.53 19.6% 2.50 2.5% 18% False False 7,845
60 115.57 95.74 19.83 19.9% 2.45 2.5% 19% False False 8,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.15
2.618 123.86
1.618 116.94
1.000 112.66
0.618 110.02
HIGH 105.74
0.618 103.10
0.500 102.28
0.382 101.46
LOW 98.82
0.618 94.54
1.000 91.90
1.618 87.62
2.618 80.70
4.250 69.41
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 102.28 102.28
PP 101.38 101.38
S1 100.48 100.48

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

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