NYMEX Light Sweet Crude Oil Future October 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 110.51 108.36 -2.15 -1.9% 109.79
High 111.91 109.63 -2.28 -2.0% 114.60
Low 107.78 107.87 0.09 0.1% 109.31
Close 108.60 109.17 0.57 0.5% 114.35
Range 4.13 1.76 -2.37 -57.4% 5.29
ATR 2.12 2.10 -0.03 -1.2% 0.00
Volume 11,437 11,330 -107 -0.9% 43,002
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 114.17 113.43 110.14
R3 112.41 111.67 109.65
R2 110.65 110.65 109.49
R1 109.91 109.91 109.33 110.28
PP 108.89 108.89 108.89 109.08
S1 108.15 108.15 109.01 108.52
S2 107.13 107.13 108.85
S3 105.37 106.39 108.69
S4 103.61 104.63 108.20
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 128.62 126.78 117.26
R3 123.33 121.49 115.80
R2 118.04 118.04 115.32
R1 116.20 116.20 114.83 117.12
PP 112.75 112.75 112.75 113.22
S1 110.91 110.91 113.87 111.83
S2 107.46 107.46 113.38
S3 102.17 105.62 112.90
S4 96.88 100.33 111.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.60 107.78 6.82 6.2% 2.57 2.4% 20% False False 10,018
10 114.60 106.44 8.16 7.5% 1.93 1.8% 33% False False 9,415
20 114.60 100.65 13.95 12.8% 1.87 1.7% 61% False False 8,487
40 114.60 95.00 19.60 18.0% 2.18 2.0% 72% False False 9,159
60 114.60 92.69 21.91 20.1% 1.94 1.8% 75% False False 9,053
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117.11
2.618 114.24
1.618 112.48
1.000 111.39
0.618 110.72
HIGH 109.63
0.618 108.96
0.500 108.75
0.382 108.54
LOW 107.87
0.618 106.78
1.000 106.11
1.618 105.02
2.618 103.26
4.250 100.39
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 109.03 111.11
PP 108.89 110.46
S1 108.75 109.82

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

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