NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 113.13 112.82 -0.31 -0.3% 112.34
High 113.97 114.18 0.21 0.2% 114.18
Low 111.69 112.25 0.56 0.5% 110.71
Close 112.86 113.93 1.07 0.9% 113.93
Range 2.28 1.93 -0.35 -15.4% 3.47
ATR 2.61 2.56 -0.05 -1.9% 0.00
Volume 285,650 180,846 -104,804 -36.7% 1,240,514
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 119.24 118.52 114.99
R3 117.31 116.59 114.46
R2 115.38 115.38 114.28
R1 114.66 114.66 114.11 115.02
PP 113.45 113.45 113.45 113.64
S1 112.73 112.73 113.75 113.09
S2 111.52 111.52 113.58
S3 109.59 110.80 113.40
S4 107.66 108.87 112.87
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.35 122.11 115.84
R3 119.88 118.64 114.88
R2 116.41 116.41 114.57
R1 115.17 115.17 114.25 115.79
PP 112.94 112.94 112.94 113.25
S1 111.70 111.70 113.61 112.32
S2 109.47 109.47 113.29
S3 106.00 108.23 112.98
S4 102.53 104.76 112.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.18 110.71 3.47 3.0% 2.16 1.9% 93% True False 248,102
10 114.18 106.01 8.17 7.2% 2.50 2.2% 97% True False 250,296
20 114.18 105.98 8.20 7.2% 2.52 2.2% 97% True False 196,171
40 114.18 97.61 16.57 14.5% 2.69 2.4% 98% True False 137,385
60 114.18 91.97 22.21 19.5% 2.73 2.4% 99% True False 119,241
80 114.18 90.50 23.68 20.8% 2.50 2.2% 99% True False 107,891
100 114.18 88.86 25.32 22.2% 2.30 2.0% 99% True False 91,977
120 114.18 82.46 31.72 27.8% 2.22 2.0% 99% True False 80,963
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.75
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122.38
2.618 119.23
1.618 117.30
1.000 116.11
0.618 115.37
HIGH 114.18
0.618 113.44
0.500 113.22
0.382 112.99
LOW 112.25
0.618 111.06
1.000 110.32
1.618 109.13
2.618 107.20
4.250 104.05
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 113.69 113.44
PP 113.45 112.94
S1 113.22 112.45

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

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