NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 110.76 108.72 -2.04 -1.8% 109.94
High 111.84 109.58 -2.26 -2.0% 114.60
Low 107.47 107.38 -0.09 -0.1% 109.15
Close 108.42 108.96 0.54 0.5% 114.29
Range 4.37 2.20 -2.17 -49.7% 5.45
ATR 2.29 2.28 -0.01 -0.3% 0.00
Volume 21,718 25,290 3,572 16.4% 77,881
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 115.24 114.30 110.17
R3 113.04 112.10 109.57
R2 110.84 110.84 109.36
R1 109.90 109.90 109.16 110.37
PP 108.64 108.64 108.64 108.88
S1 107.70 107.70 108.76 108.17
S2 106.44 106.44 108.56
S3 104.24 105.50 108.36
S4 102.04 103.30 107.75
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
5 114.70 107.38 7.32 6.7% 2.82 2.6% 22% False True 20,753
10 114.70 106.30 8.40 7.7% 2.08 1.9% 32% False False 18,009
20 114.70 100.29 14.41 13.2% 2.07 1.9% 60% False False 15,521
40 114.70 94.50 20.20 18.5% 2.41 2.2% 72% False False 17,960
60 114.70 92.33 22.37 20.5% 2.11 1.9% 74% False False 16,333
80 114.70 90.73 23.97 22.0% 1.89 1.7% 76% False False 13,572
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118.93
2.618 115.34
1.618 113.14
1.000 111.78
0.618 110.94
HIGH 109.58
0.618 108.74
0.500 108.48
0.382 108.22
LOW 107.38
0.618 106.02
1.000 105.18
1.618 103.82
2.618 101.62
4.250 98.03
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 108.80 111.04
PP 108.64 110.35
S1 108.48 109.65

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

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