NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 100.24 103.50 3.26 3.3% 114.60
High 104.73 105.55 0.82 0.8% 115.50
Low 98.95 101.67 2.72 2.7% 95.79
Close 103.97 105.52 1.55 1.5% 98.72
Range 5.78 3.88 -1.90 -32.9% 19.71
ATR 3.63 3.65 0.02 0.5% 0.00
Volume 81,899 56,220 -25,679 -31.4% 231,209
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 115.89 114.58 107.65
R3 112.01 110.70 106.59
R2 108.13 108.13 106.23
R1 106.82 106.82 105.88 107.48
PP 104.25 104.25 104.25 104.57
S1 102.94 102.94 105.16 103.60
S2 100.37 100.37 104.81
S3 96.49 99.06 104.45
S4 92.61 95.18 103.39
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 162.47 150.30 109.56
R3 142.76 130.59 104.14
R2 123.05 123.05 102.33
R1 110.88 110.88 100.53 107.11
PP 103.34 103.34 103.34 101.45
S1 91.17 91.17 96.91 87.40
S2 83.63 83.63 95.11
S3 63.92 71.46 93.30
S4 44.21 51.75 87.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.16 95.79 16.37 15.5% 6.21 5.9% 59% False False 62,651
10 115.50 95.79 19.71 18.7% 4.40 4.2% 49% False False 49,240
20 115.50 95.79 19.71 18.7% 3.49 3.3% 49% False False 46,030
40 115.50 95.79 19.71 18.7% 2.90 2.7% 49% False False 42,242
60 115.50 95.75 19.75 18.7% 2.86 2.7% 49% False False 50,109
Crabel Price Patterns
NR True
NR4 True
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 1.01
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122.04
2.618 115.71
1.618 111.83
1.000 109.43
0.618 107.95
HIGH 105.55
0.618 104.07
0.500 103.61
0.382 103.15
LOW 101.67
0.618 99.27
1.000 97.79
1.618 95.39
2.618 91.51
4.250 85.18
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 104.88 103.90
PP 104.25 102.29
S1 103.61 100.67

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

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