NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 100.78 99.88 -0.90 -0.9% 100.35
High 101.71 99.88 -1.83 -1.8% 102.03
Low 98.39 98.17 -0.22 -0.2% 97.13
Close 101.42 99.36 -2.06 -2.0% 101.42
Range 3.32 1.71 -1.61 -48.5% 4.90
ATR 3.19 3.19 0.00 0.1% 0.00
Volume 3,884 6,706 2,822 72.7% 19,845
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 104.27 103.52 100.30
R3 102.56 101.81 99.83
R2 100.85 100.85 99.67
R1 100.10 100.10 99.52 99.62
PP 99.14 99.14 99.14 98.90
S1 98.39 98.39 99.20 97.91
S2 97.43 97.43 99.05
S3 95.72 96.68 98.89
S4 94.01 94.97 98.42
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 4.9% 2.35 2.4% 46% False False 4,660
10 105.47 97.08 8.39 8.4% 3.08 3.1% 27% False False 5,142
20 115.22 96.46 18.76 18.9% 3.24 3.3% 15% False False 4,012
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 0.49
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 107.15
2.618 104.36
1.618 102.65
1.000 101.59
0.618 100.94
HIGH 99.88
0.618 99.23
0.500 99.03
0.382 98.82
LOW 98.17
0.618 97.11
1.000 96.46
1.618 95.40
2.618 93.69
4.250 90.90
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 99.25 100.10
PP 99.14 99.85
S1 99.03 99.61

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

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