NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 110.04 111.05 1.01 0.9% 114.44
High 111.66 111.05 -0.61 -0.5% 114.44
Low 108.94 108.18 -0.76 -0.7% 107.78
Close 111.18 108.63 -2.55 -2.3% 111.18
Range 2.72 2.87 0.15 5.5% 6.66
ATR 2.15 2.21 0.06 2.8% 0.00
Volume 11,678 10,589 -1,089 -9.3% 54,957
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 117.90 116.13 110.21
R3 115.03 113.26 109.42
R2 112.16 112.16 109.16
R1 110.39 110.39 108.89 109.84
PP 109.29 109.29 109.29 109.01
S1 107.52 107.52 108.37 106.97
S2 106.42 106.42 108.10
S3 103.55 104.65 107.84
S4 100.68 101.78 107.05
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 131.11 127.81 114.84
R3 124.45 121.15 113.01
R2 117.79 117.79 112.40
R1 114.49 114.49 111.79 112.81
PP 111.13 111.13 111.13 110.30
S1 107.83 107.83 110.57 106.15
S2 104.47 104.47 109.96
S3 97.81 101.17 109.35
S4 91.15 94.51 107.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.91 107.78 4.13 3.8% 2.74 2.5% 21% False False 11,112
10 114.60 107.78 6.82 6.3% 2.26 2.1% 12% False False 9,944
20 114.60 104.52 10.08 9.3% 1.85 1.7% 41% False False 9,044
40 114.60 97.14 17.46 16.1% 2.30 2.1% 66% False False 9,371
60 114.60 92.69 21.91 20.2% 2.01 1.9% 73% False False 9,374
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 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123.25
2.618 118.56
1.618 115.69
1.000 113.92
0.618 112.82
HIGH 111.05
0.618 109.95
0.500 109.62
0.382 109.28
LOW 108.18
0.618 106.41
1.000 105.31
1.618 103.54
2.618 100.67
4.250 95.98
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 109.62 109.81
PP 109.29 109.42
S1 108.96 109.02

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

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