NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 101.65 100.78 -0.87 -0.9% 100.35
High 102.03 101.71 -0.32 -0.3% 102.03
Low 100.30 98.39 -1.91 -1.9% 97.13
Close 100.34 101.42 1.08 1.1% 101.42
Range 1.73 3.32 1.59 91.9% 4.90
ATR 3.18 3.19 0.01 0.3% 0.00
Volume 5,627 3,884 -1,743 -31.0% 19,845
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 110.47 109.26 103.25
R3 107.15 105.94 102.33
R2 103.83 103.83 102.03
R1 102.62 102.62 101.72 103.23
PP 100.51 100.51 100.51 100.81
S1 99.30 99.30 101.12 99.91
S2 97.19 97.19 100.81
S3 93.87 95.98 100.51
S4 90.55 92.66 99.59
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 114.89 113.06 104.12
R3 109.99 108.16 102.77
R2 105.09 105.09 102.32
R1 103.26 103.26 101.87 104.18
PP 100.19 100.19 100.19 100.65
S1 98.36 98.36 100.97 99.28
S2 95.29 95.29 100.52
S3 90.39 93.46 100.07
S4 85.49 88.56 98.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.03 97.13 4.90 4.8% 2.53 2.5% 88% False False 3,969
10 105.47 97.08 8.39 8.3% 3.36 3.3% 52% False False 4,927
20 115.22 96.46 18.76 18.5% 3.25 3.2% 26% False False 3,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115.82
2.618 110.40
1.618 107.08
1.000 105.03
0.618 103.76
HIGH 101.71
0.618 100.44
0.500 100.05
0.382 99.66
LOW 98.39
0.618 96.34
1.000 95.07
1.618 93.02
2.618 89.70
4.250 84.28
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 100.96 101.02
PP 100.51 100.61
S1 100.05 100.21

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

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