NYMEX Light Sweet Crude Oil Future February 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 102.94 102.49 -0.45 -0.4% 99.45
High 103.33 105.34 2.01 1.9% 103.47
Low 102.44 102.49 0.05 0.0% 97.95
Close 102.86 104.82 1.96 1.9% 102.86
Range 0.89 2.85 1.96 220.2% 5.52
ATR
Volume 4,017 2,892 -1,125 -28.0% 16,087
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 112.77 111.64 106.39
R3 109.92 108.79 105.60
R2 107.07 107.07 105.34
R1 105.94 105.94 105.08 106.51
PP 104.22 104.22 104.22 104.50
S1 103.09 103.09 104.56 103.66
S2 101.37 101.37 104.30
S3 98.52 100.24 104.04
S4 95.67 97.39 103.25
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 117.99 115.94 105.90
R3 112.47 110.42 104.38
R2 106.95 106.95 103.87
R1 104.90 104.90 103.37 105.93
PP 101.43 101.43 101.43 101.94
S1 99.38 99.38 102.35 100.41
S2 95.91 95.91 101.85
S3 90.39 93.86 101.34
S4 84.87 88.34 99.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.34 100.00 5.34 5.1% 1.93 1.8% 90% True False 3,130
10 105.34 97.67 7.67 7.3% 1.96 1.9% 93% True False 2,744
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 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.45
2.618 112.80
1.618 109.95
1.000 108.19
0.618 107.10
HIGH 105.34
0.618 104.25
0.500 103.92
0.382 103.58
LOW 102.49
0.618 100.73
1.000 99.64
1.618 97.88
2.618 95.03
4.250 90.38
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 104.52 104.47
PP 104.22 104.11
S1 103.92 103.76

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

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