NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 112.42 113.08 0.66 0.6% 110.55
High 113.49 114.37 0.88 0.8% 113.22
Low 111.99 111.72 -0.27 -0.2% 106.88
Close 113.10 113.69 0.59 0.5% 113.13
Range 1.50 2.65 1.15 76.7% 6.34
ATR 2.31 2.34 0.02 1.0% 0.00
Volume 17,157 28,411 11,254 65.6% 84,110
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 121.21 120.10 115.15
R3 118.56 117.45 114.42
R2 115.91 115.91 114.18
R1 114.80 114.80 113.93 115.36
PP 113.26 113.26 113.26 113.54
S1 112.15 112.15 113.45 112.71
S2 110.61 110.61 113.20
S3 107.96 109.50 112.96
S4 105.31 106.85 112.23
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 130.10 127.95 116.62
R3 123.76 121.61 114.87
R2 117.42 117.42 114.29
R1 115.27 115.27 113.71 116.35
PP 111.08 111.08 111.08 111.61
S1 108.93 108.93 112.55 110.01
S2 104.74 104.74 111.97
S3 98.40 102.59 111.39
S4 92.06 96.25 109.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.37 109.10 5.27 4.6% 2.22 2.0% 87% True False 22,527
10 114.37 106.88 7.49 6.6% 2.36 2.1% 91% True False 23,084
20 114.70 105.17 9.53 8.4% 2.18 1.9% 89% False False 19,959
40 114.70 99.72 14.98 13.2% 2.27 2.0% 93% False False 18,371
60 114.70 94.50 20.20 17.8% 2.22 2.0% 95% False False 17,945
80 114.70 91.94 22.76 20.0% 2.05 1.8% 96% False False 15,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.63
2.618 121.31
1.618 118.66
1.000 117.02
0.618 116.01
HIGH 114.37
0.618 113.36
0.500 113.05
0.382 112.73
LOW 111.72
0.618 110.08
1.000 109.07
1.618 107.43
2.618 104.78
4.250 100.46
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 113.48 113.48
PP 113.26 113.26
S1 113.05 113.05

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

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