NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 105.15 100.15 -5.00 -4.8% 114.60
High 106.14 101.94 -4.20 -4.0% 115.50
Low 98.82 96.86 -1.96 -2.0% 95.79
Close 99.62 100.46 0.84 0.8% 98.72
Range 7.32 5.08 -2.24 -30.6% 19.71
ATR 3.91 3.99 0.08 2.1% 0.00
Volume 52,788 79,120 26,332 49.9% 231,209
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 114.99 112.81 103.25
R3 109.91 107.73 101.86
R2 104.83 104.83 101.39
R1 102.65 102.65 100.93 103.74
PP 99.75 99.75 99.75 100.30
S1 97.57 97.57 99.99 98.66
S2 94.67 94.67 99.53
S3 89.59 92.49 99.06
S4 84.51 87.41 97.67
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
5 106.14 95.79 10.35 10.3% 5.99 6.0% 45% False False 72,609
10 115.50 95.79 19.71 19.6% 5.16 5.1% 24% False False 53,954
20 115.50 95.79 19.71 19.6% 3.77 3.8% 24% False False 47,082
40 115.50 95.79 19.71 19.6% 3.01 3.0% 24% False False 43,533
60 115.50 95.75 19.75 19.7% 2.99 3.0% 24% False False 50,818
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 1.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.53
2.618 115.24
1.618 110.16
1.000 107.02
0.618 105.08
HIGH 101.94
0.618 100.00
0.500 99.40
0.382 98.80
LOW 96.86
0.618 93.72
1.000 91.78
1.618 88.64
2.618 83.56
4.250 75.27
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 100.11 101.50
PP 99.75 101.15
S1 99.40 100.81

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

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