NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 109.79 111.24 1.45 1.3% 109.32
High 111.48 114.23 2.75 2.5% 114.23
Low 109.49 111.12 1.63 1.5% 108.63
Close 111.37 113.86 2.49 2.2% 113.86
Range 1.99 3.11 1.12 56.3% 5.60
ATR 2.24 2.30 0.06 2.8% 0.00
Volume 54,678 64,781 10,103 18.5% 232,432
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.40 121.24 115.57
R3 119.29 118.13 114.72
R2 116.18 116.18 114.43
R1 115.02 115.02 114.15 115.60
PP 113.07 113.07 113.07 113.36
S1 111.91 111.91 113.57 112.49
S2 109.96 109.96 113.29
S3 106.85 108.80 113.00
S4 103.74 105.69 112.15
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 129.04 127.05 116.94
R3 123.44 121.45 115.40
R2 117.84 117.84 114.89
R1 115.85 115.85 114.37 116.85
PP 112.24 112.24 112.24 112.74
S1 110.25 110.25 113.35 111.25
S2 106.64 106.64 112.83
S3 101.04 104.65 112.32
S4 95.44 99.05 110.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.23 108.63 5.60 4.9% 1.73 1.5% 93% True False 46,486
10 114.23 103.74 10.49 9.2% 1.88 1.6% 96% True False 41,396
20 114.23 98.20 16.03 14.1% 2.38 2.1% 98% True False 34,325
40 114.23 93.10 21.13 18.6% 2.67 2.3% 98% True False 35,689
60 114.23 91.36 22.87 20.1% 2.31 2.0% 98% True False 31,927
80 114.23 89.63 24.60 21.6% 2.08 1.8% 98% True False 26,583
100 114.23 83.16 31.07 27.3% 1.94 1.7% 99% True False 22,421
120 114.23 83.16 31.07 27.3% 1.77 1.6% 99% True False 19,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 127.45
2.618 122.37
1.618 119.26
1.000 117.34
0.618 116.15
HIGH 114.23
0.618 113.04
0.500 112.68
0.382 112.31
LOW 111.12
0.618 109.20
1.000 108.01
1.618 106.09
2.618 102.98
4.250 97.90
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 113.47 113.11
PP 113.07 112.36
S1 112.68 111.61

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

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