NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 109.46 109.21 -0.25 -0.2% 114.28
High 110.18 111.26 1.08 1.0% 114.65
Low 108.92 108.89 -0.03 0.0% 107.77
Close 109.77 111.18 1.41 1.3% 111.18
Range 1.26 2.37 1.11 88.1% 6.88
ATR 1.96 1.99 0.03 1.5% 0.00
Volume 9,955 11,146 1,191 12.0% 49,773
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 117.55 116.74 112.48
R3 115.18 114.37 111.83
R2 112.81 112.81 111.61
R1 112.00 112.00 111.40 112.41
PP 110.44 110.44 110.44 110.65
S1 109.63 109.63 110.96 110.04
S2 108.07 108.07 110.75
S3 105.70 107.26 110.53
S4 103.33 104.89 109.88
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 131.84 128.39 114.96
R3 124.96 121.51 113.07
R2 118.08 118.08 112.44
R1 114.63 114.63 111.81 112.92
PP 111.20 111.20 111.20 110.34
S1 107.75 107.75 110.55 106.04
S2 104.32 104.32 109.92
S3 97.44 100.87 109.29
S4 90.56 93.99 107.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.65 107.77 6.88 6.2% 2.42 2.2% 50% False False 9,954
10 114.65 107.77 6.88 6.2% 1.91 1.7% 50% False False 8,111
20 114.65 104.42 10.23 9.2% 1.61 1.5% 66% False False 8,308
40 114.65 95.86 18.79 16.9% 2.11 1.9% 82% False False 8,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121.33
2.618 117.46
1.618 115.09
1.000 113.63
0.618 112.72
HIGH 111.26
0.618 110.35
0.500 110.08
0.382 109.80
LOW 108.89
0.618 107.43
1.000 106.52
1.618 105.06
2.618 102.69
4.250 98.82
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 110.81 110.67
PP 110.44 110.15
S1 110.08 109.64

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

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