NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 102.80 102.31 -0.49 -0.5% 99.88
High 103.33 105.30 1.97 1.9% 103.50
Low 102.26 102.31 0.05 0.0% 98.17
Close 102.73 104.71 1.98 1.9% 102.73
Range 1.07 2.99 1.92 179.4% 5.33
ATR 2.89 2.89 0.01 0.3% 0.00
Volume 12,271 5,893 -6,378 -52.0% 35,079
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 113.08 111.88 106.35
R3 110.09 108.89 105.53
R2 107.10 107.10 105.26
R1 105.90 105.90 104.98 106.50
PP 104.11 104.11 104.11 104.41
S1 102.91 102.91 104.44 103.51
S2 101.12 101.12 104.16
S3 98.13 99.92 103.89
S4 95.14 96.93 103.07
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 117.46 115.42 105.66
R3 112.13 110.09 104.20
R2 106.80 106.80 103.71
R1 104.76 104.76 103.22 105.78
PP 101.47 101.47 101.47 101.98
S1 99.43 99.43 102.24 100.45
S2 96.14 96.14 101.75
S3 90.81 94.10 101.26
S4 85.48 88.77 99.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.30 99.04 6.26 6.0% 2.24 2.1% 91% True False 6,853
10 105.30 97.13 8.17 7.8% 2.30 2.2% 93% True False 5,756
20 113.78 96.46 17.32 16.5% 3.33 3.2% 48% False False 5,179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118.01
2.618 113.13
1.618 110.14
1.000 108.29
0.618 107.15
HIGH 105.30
0.618 104.16
0.500 103.81
0.382 103.45
LOW 102.31
0.618 100.46
1.000 99.32
1.618 97.47
2.618 94.48
4.250 89.60
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 104.41 104.34
PP 104.11 103.97
S1 103.81 103.60

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

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