NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 110.09 110.34 0.25 0.2% 107.11
High 110.96 111.91 0.95 0.9% 109.58
Low 109.92 110.34 0.42 0.4% 104.75
Close 110.77 111.96 1.19 1.1% 109.41
Range 1.04 1.57 0.53 51.0% 4.83
ATR 1.82 1.80 -0.02 -1.0% 0.00
Volume 8,756 7,799 -957 -10.9% 40,852
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 116.11 115.61 112.82
R3 114.54 114.04 112.39
R2 112.97 112.97 112.25
R1 112.47 112.47 112.10 112.72
PP 111.40 111.40 111.40 111.53
S1 110.90 110.90 111.82 111.15
S2 109.83 109.83 111.67
S3 108.26 109.33 111.53
S4 106.69 107.76 111.10
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
5 111.91 107.94 3.97 3.5% 1.23 1.1% 101% True False 8,444
10 111.91 104.75 7.16 6.4% 1.33 1.2% 101% True False 8,646
20 111.91 99.41 12.50 11.2% 1.92 1.7% 100% True False 7,704
40 111.91 95.00 16.91 15.1% 2.06 1.8% 100% True False 9,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118.58
2.618 116.02
1.618 114.45
1.000 113.48
0.618 112.88
HIGH 111.91
0.618 111.31
0.500 111.13
0.382 110.94
LOW 110.34
0.618 109.37
1.000 108.77
1.618 107.80
2.618 106.23
4.250 103.67
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 111.68 111.55
PP 111.40 111.14
S1 111.13 110.74

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

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