NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 100.35 99.08 -1.27 -1.3% 100.23
High 101.42 99.50 -1.92 -1.9% 105.47
Low 98.80 97.13 -1.67 -1.7% 97.08
Close 99.17 98.84 -0.33 -0.3% 101.21
Range 2.62 2.37 -0.25 -9.5% 8.39
ATR 3.37 3.30 -0.07 -2.1% 0.00
Volume 3,250 3,726 476 14.6% 29,433
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 105.60 104.59 100.14
R3 103.23 102.22 99.49
R2 100.86 100.86 99.27
R1 99.85 99.85 99.06 99.17
PP 98.49 98.49 98.49 98.15
S1 97.48 97.48 98.62 96.80
S2 96.12 96.12 98.41
S3 93.75 95.11 98.19
S4 91.38 92.74 97.54
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 126.42 122.21 105.82
R3 118.03 113.82 103.52
R2 109.64 109.64 102.75
R1 105.43 105.43 101.98 107.54
PP 101.25 101.25 101.25 102.31
S1 97.04 97.04 100.44 99.15
S2 92.86 92.86 99.67
S3 84.47 88.65 98.90
S4 76.08 80.26 96.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.30 97.08 8.22 8.3% 3.59 3.6% 21% False False 5,499
10 111.84 96.46 15.38 15.6% 4.37 4.4% 15% False False 4,756
20 115.22 96.46 18.76 19.0% 3.12 3.2% 13% False False 3,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.71
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 109.57
2.618 105.70
1.618 103.33
1.000 101.87
0.618 100.96
HIGH 99.50
0.618 98.59
0.500 98.32
0.382 98.04
LOW 97.13
0.618 95.67
1.000 94.76
1.618 93.30
2.618 90.93
4.250 87.06
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 98.67 99.59
PP 98.49 99.34
S1 98.32 99.09

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

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