NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 110.25 108.77 -1.48 -1.3% 114.28
High 110.26 109.77 -0.49 -0.4% 114.65
Low 108.34 107.00 -1.34 -1.2% 107.77
Close 108.67 109.21 0.54 0.5% 111.18
Range 1.92 2.77 0.85 44.3% 6.88
ATR 2.05 2.10 0.05 2.5% 0.00
Volume 6,448 5,582 -866 -13.4% 49,773
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 116.97 115.86 110.73
R3 114.20 113.09 109.97
R2 111.43 111.43 109.72
R1 110.32 110.32 109.46 110.88
PP 108.66 108.66 108.66 108.94
S1 107.55 107.55 108.96 108.11
S2 105.89 105.89 108.70
S3 103.12 104.78 108.45
S4 100.35 102.01 107.69
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
5 111.26 107.00 4.26 3.9% 1.95 1.8% 52% False True 8,645
10 114.65 107.00 7.65 7.0% 2.18 2.0% 29% False True 8,319
20 114.65 104.55 10.10 9.2% 1.67 1.5% 46% False False 8,225
40 114.65 99.35 15.30 14.0% 2.07 1.9% 64% False False 8,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121.54
2.618 117.02
1.618 114.25
1.000 112.54
0.618 111.48
HIGH 109.77
0.618 108.71
0.500 108.39
0.382 108.06
LOW 107.00
0.618 105.29
1.000 104.23
1.618 102.52
2.618 99.75
4.250 95.23
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 108.94 109.18
PP 108.66 109.16
S1 108.39 109.13

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

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