NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 109.79 109.56 -0.23 -0.2% 107.11
High 110.31 110.45 0.14 0.1% 109.58
Low 109.31 109.56 0.25 0.2% 104.75
Close 110.19 110.33 0.14 0.1% 109.41
Range 1.00 0.89 -0.11 -11.0% 4.83
ATR 1.96 1.88 -0.08 -3.9% 0.00
Volume 9,104 7,804 -1,300 -14.3% 40,852
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 112.78 112.45 110.82
R3 111.89 111.56 110.57
R2 111.00 111.00 110.49
R1 110.67 110.67 110.41 110.84
PP 110.11 110.11 110.11 110.20
S1 109.78 109.78 110.25 109.95
S2 109.22 109.22 110.17
S3 108.33 108.89 110.09
S4 107.44 108.00 109.84
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.40 120.74 112.07
R3 117.57 115.91 110.74
R2 112.74 112.74 110.30
R1 111.08 111.08 109.85 111.91
PP 107.91 107.91 107.91 108.33
S1 106.25 106.25 108.97 107.08
S2 103.08 103.08 108.52
S3 98.25 101.42 108.08
S4 93.42 96.59 106.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.45 105.59 4.86 4.4% 1.26 1.1% 98% True False 8,699
10 110.45 104.75 5.70 5.2% 1.32 1.2% 98% True False 8,353
20 110.45 99.41 11.04 10.0% 2.05 1.9% 99% True False 7,878
40 110.45 95.00 15.45 14.0% 2.07 1.9% 99% True False 9,107
Crabel Price Patterns
NR True
NR4 True
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.23
2.618 112.78
1.618 111.89
1.000 111.34
0.618 111.00
HIGH 110.45
0.618 110.11
0.500 110.01
0.382 109.90
LOW 109.56
0.618 109.01
1.000 108.67
1.618 108.12
2.618 107.23
4.250 105.78
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 110.22 109.95
PP 110.11 109.57
S1 110.01 109.20

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

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