NYMEX Light Sweet Crude Oil Future November 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 109.49 109.90 0.41 0.4% 107.19
High 110.37 110.55 0.18 0.2% 109.65
Low 109.38 109.51 0.13 0.1% 104.55
Close 110.26 110.40 0.14 0.1% 109.42
Range 0.99 1.04 0.05 5.1% 5.10
ATR 1.87 1.81 -0.06 -3.2% 0.00
Volume 5,409 4,543 -866 -16.0% 45,456
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 113.27 112.88 110.97
R3 112.23 111.84 110.69
R2 111.19 111.19 110.59
R1 110.80 110.80 110.50 111.00
PP 110.15 110.15 110.15 110.25
S1 109.76 109.76 110.30 109.96
S2 109.11 109.11 110.21
S3 108.07 108.72 110.11
S4 107.03 107.68 109.83
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.17 121.40 112.23
R3 118.07 116.30 110.82
R2 112.97 112.97 110.36
R1 111.20 111.20 109.89 112.09
PP 107.87 107.87 107.87 108.32
S1 106.10 106.10 108.95 106.99
S2 102.77 102.77 108.49
S3 97.67 101.00 108.02
S4 92.57 95.90 106.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.55 105.75 4.80 4.3% 1.15 1.0% 97% True False 8,588
10 110.55 104.55 6.00 5.4% 1.15 1.0% 98% True False 8,131
20 110.55 99.35 11.20 10.1% 1.88 1.7% 99% True False 7,441
40 110.55 95.74 14.81 13.4% 1.94 1.8% 99% True False 8,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.97
2.618 113.27
1.618 112.23
1.000 111.59
0.618 111.19
HIGH 110.55
0.618 110.15
0.500 110.03
0.382 109.91
LOW 109.51
0.618 108.87
1.000 108.47
1.618 107.83
2.618 106.79
4.250 105.09
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 110.28 110.04
PP 110.15 109.67
S1 110.03 109.31

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

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