NYMEX Light Sweet Crude Oil Future September 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 110.32 112.46 2.14 1.9% 109.94
High 111.85 114.60 2.75 2.5% 114.60
Low 110.15 112.45 2.30 2.1% 109.15
Close 111.85 114.29 2.44 2.2% 114.29
Range 1.70 2.15 0.45 26.5% 5.45
ATR 1.95 2.00 0.06 2.9% 0.00
Volume 12,711 20,607 7,896 62.1% 77,881
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 120.23 119.41 115.47
R3 118.08 117.26 114.88
R2 115.93 115.93 114.68
R1 115.11 115.11 114.49 115.52
PP 113.78 113.78 113.78 113.99
S1 112.96 112.96 114.09 113.37
S2 111.63 111.63 113.90
S3 109.48 110.81 113.70
S4 107.33 108.66 113.11
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 129.03 127.11 117.29
R3 123.58 121.66 115.79
R2 118.13 118.13 115.29
R1 116.21 116.21 114.79 117.17
PP 112.68 112.68 112.68 113.16
S1 110.76 110.76 113.79 111.72
S2 107.23 107.23 113.29
S3 101.78 105.31 112.79
S4 96.33 99.86 111.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.60 109.15 5.45 4.8% 1.38 1.2% 94% True False 15,576
10 114.60 104.60 10.00 8.7% 1.55 1.4% 97% True False 14,305
20 114.60 99.72 14.88 13.0% 2.01 1.8% 98% True False 14,206
40 114.60 94.50 20.10 17.6% 2.29 2.0% 98% True False 17,268
60 114.60 92.33 22.27 19.5% 1.98 1.7% 99% True False 15,550
80 114.60 89.83 24.77 21.7% 1.80 1.6% 99% True False 12,908
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 0.29
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 123.74
2.618 120.23
1.618 118.08
1.000 116.75
0.618 115.93
HIGH 114.60
0.618 113.78
0.500 113.53
0.382 113.27
LOW 112.45
0.618 111.12
1.000 110.30
1.618 108.97
2.618 106.82
4.250 103.31
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 114.04 113.58
PP 113.78 112.87
S1 113.53 112.17

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

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