NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 113.80 112.08 -1.72 -1.5% 111.05
High 114.21 113.43 -0.78 -0.7% 113.15
Low 112.27 111.99 -0.28 -0.2% 107.30
Close 113.08 113.13 0.05 0.0% 113.14
Range 1.94 1.44 -0.50 -25.8% 5.85
ATR 2.19 2.14 -0.05 -2.5% 0.00
Volume 7,752 7,760 8 0.1% 37,782
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 117.17 116.59 113.92
R3 115.73 115.15 113.53
R2 114.29 114.29 113.39
R1 113.71 113.71 113.26 114.00
PP 112.85 112.85 112.85 113.00
S1 112.27 112.27 113.00 112.56
S2 111.41 111.41 112.87
S3 109.97 110.83 112.73
S4 108.53 109.39 112.34
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 128.75 126.79 116.36
R3 122.90 120.94 114.75
R2 117.05 117.05 114.21
R1 115.09 115.09 113.68 116.07
PP 111.20 111.20 111.20 111.69
S1 109.24 109.24 112.60 110.22
S2 105.35 105.35 112.07
S3 99.50 103.39 111.53
S4 93.65 97.54 109.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.21 107.30 6.91 6.1% 1.89 1.7% 84% False False 8,541
10 114.21 107.30 6.91 6.1% 2.31 2.0% 84% False False 9,826
20 114.60 104.75 9.85 8.7% 1.96 1.7% 85% False False 9,246
40 114.60 99.41 15.19 13.4% 2.08 1.8% 90% False False 8,765
60 114.60 95.00 19.60 17.3% 2.03 1.8% 93% False False 9,475
Crabel Price Patterns
NR True
NR4 False
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 True
Bull Hook False
Stretch 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.55
2.618 117.20
1.618 115.76
1.000 114.87
0.618 114.32
HIGH 113.43
0.618 112.88
0.500 112.71
0.382 112.54
LOW 111.99
0.618 111.10
1.000 110.55
1.618 109.66
2.618 108.22
4.250 105.87
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 112.99 113.11
PP 112.85 113.08
S1 112.71 113.06

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

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