NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 100.94 99.20 -1.74 -1.7% 101.04
High 101.20 101.65 0.45 0.4% 102.32
Low 97.77 98.77 1.00 1.0% 96.93
Close 99.27 101.21 1.94 2.0% 101.36
Range 3.43 2.88 -0.55 -16.0% 5.39
ATR 3.67 3.61 -0.06 -1.5% 0.00
Volume 39,672 37,698 -1,974 -5.0% 222,403
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 109.18 108.08 102.79
R3 106.30 105.20 102.00
R2 103.42 103.42 101.74
R1 102.32 102.32 101.47 102.87
PP 100.54 100.54 100.54 100.82
S1 99.44 99.44 100.95 99.99
S2 97.66 97.66 100.68
S3 94.78 96.56 100.42
S4 91.90 93.68 99.63
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.37 114.26 104.32
R3 110.98 108.87 102.84
R2 105.59 105.59 102.35
R1 103.48 103.48 101.85 104.54
PP 100.20 100.20 100.20 100.73
S1 98.09 98.09 100.87 99.15
S2 94.81 94.81 100.37
S3 89.42 92.70 99.88
S4 84.03 87.31 98.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.32 97.77 4.55 4.5% 3.11 3.1% 76% False False 43,393
10 106.14 96.86 9.28 9.2% 3.67 3.6% 47% False False 49,401
20 115.50 95.79 19.71 19.5% 4.04 4.0% 27% False False 49,321
40 115.50 95.79 19.71 19.5% 3.16 3.1% 27% False False 44,875
60 115.50 95.79 19.71 19.5% 2.99 3.0% 27% False False 46,432
80 115.50 95.75 19.75 19.5% 2.81 2.8% 28% False False 50,684
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 0.86
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.89
2.618 109.19
1.618 106.31
1.000 104.53
0.618 103.43
HIGH 101.65
0.618 100.55
0.500 100.21
0.382 99.87
LOW 98.77
0.618 96.99
1.000 95.89
1.618 94.11
2.618 91.23
4.250 86.53
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 100.88 100.72
PP 100.54 100.24
S1 100.21 99.75

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

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