NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 109.20 109.93 0.73 0.7% 114.70
High 110.02 111.59 1.57 1.4% 114.70
Low 107.87 108.85 0.98 0.9% 107.38
Close 109.67 111.12 1.45 1.3% 111.12
Range 2.15 2.74 0.59 27.4% 7.32
ATR 2.27 2.30 0.03 1.5% 0.00
Volume 31,333 25,674 -5,659 -18.1% 127,457
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 118.74 117.67 112.63
R3 116.00 114.93 111.87
R2 113.26 113.26 111.62
R1 112.19 112.19 111.37 112.73
PP 110.52 110.52 110.52 110.79
S1 109.45 109.45 110.87 109.99
S2 107.78 107.78 110.62
S3 105.04 106.71 110.37
S4 102.30 103.97 109.61
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 133.03 129.39 115.15
R3 125.71 122.07 113.13
R2 118.39 118.39 112.46
R1 114.75 114.75 111.79 112.91
PP 111.07 111.07 111.07 110.15
S1 107.43 107.43 110.45 105.59
S2 103.75 103.75 109.78
S3 96.43 100.11 109.11
S4 89.11 92.79 107.09
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 6.6% 3.03 2.7% 51% False False 25,491
10 114.70 107.38 7.32 6.6% 2.21 2.0% 51% False False 20,533
20 114.70 103.96 10.74 9.7% 1.95 1.8% 67% False False 17,163
40 114.70 95.05 19.65 17.7% 2.47 2.2% 82% False False 18,705
60 114.70 92.33 22.37 20.1% 2.14 1.9% 84% False False 17,101
80 114.70 91.94 22.76 20.5% 1.93 1.7% 84% False False 14,180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.24
2.618 118.76
1.618 116.02
1.000 114.33
0.618 113.28
HIGH 111.59
0.618 110.54
0.500 110.22
0.382 109.90
LOW 108.85
0.618 107.16
1.000 106.11
1.618 104.42
2.618 101.68
4.250 97.21
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 110.82 110.58
PP 110.52 110.03
S1 110.22 109.49

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

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