NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 112.15 111.89 -0.26 -0.2% 110.05
High 112.64 113.40 0.76 0.7% 112.48
Low 111.12 110.71 -0.41 -0.4% 106.01
Close 112.21 112.76 0.55 0.5% 112.29
Range 1.52 2.69 1.17 77.0% 6.47
ATR 2.63 2.64 0.00 0.2% 0.00
Volume 215,871 317,685 101,814 47.2% 1,080,407
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 120.36 119.25 114.24
R3 117.67 116.56 113.50
R2 114.98 114.98 113.25
R1 113.87 113.87 113.01 114.43
PP 112.29 112.29 112.29 112.57
S1 111.18 111.18 112.51 111.74
S2 109.60 109.60 112.27
S3 106.91 108.49 112.02
S4 104.22 105.80 111.28
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 129.67 127.45 115.85
R3 123.20 120.98 114.07
R2 116.73 116.73 113.48
R1 114.51 114.51 112.88 115.62
PP 110.26 110.26 110.26 110.82
S1 108.04 108.04 111.70 109.15
S2 103.79 103.79 111.10
S3 97.32 101.57 110.51
S4 90.85 95.10 108.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.48 107.96 5.52 4.9% 2.36 2.1% 87% False False 253,565
10 113.48 105.98 7.50 6.7% 2.56 2.3% 90% False False 248,002
20 114.05 104.02 10.03 8.9% 2.53 2.2% 87% False False 182,077
40 114.05 97.61 16.44 14.6% 2.72 2.4% 92% False False 130,404
60 114.05 91.97 22.08 19.6% 2.69 2.4% 94% False False 114,355
80 114.05 90.50 23.55 20.9% 2.50 2.2% 95% False False 102,681
100 114.05 88.48 25.57 22.7% 2.29 2.0% 95% False False 88,279
120 114.05 82.46 31.59 28.0% 2.21 2.0% 96% False False 77,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124.83
2.618 120.44
1.618 117.75
1.000 116.09
0.618 115.06
HIGH 113.40
0.618 112.37
0.500 112.06
0.382 111.74
LOW 110.71
0.618 109.05
1.000 108.02
1.618 106.36
2.618 103.67
4.250 99.28
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 112.53 112.54
PP 112.29 112.32
S1 112.06 112.10

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

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