NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 113.48 114.41 0.93 0.8% 113.23
High 115.00 115.57 0.57 0.5% 115.00
Low 113.48 112.00 -1.48 -1.3% 111.94
Close 114.78 114.38 -0.40 -0.3% 114.78
Range 1.52 3.57 2.05 134.9% 3.06
ATR 1.98 2.09 0.11 5.8% 0.00
Volume 6,519 4,821 -1,698 -26.0% 31,358
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 124.69 123.11 116.34
R3 121.12 119.54 115.36
R2 117.55 117.55 115.03
R1 115.97 115.97 114.71 114.98
PP 113.98 113.98 113.98 113.49
S1 112.40 112.40 114.05 111.41
S2 110.41 110.41 113.73
S3 106.84 108.83 113.40
S4 103.27 105.26 112.42
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.09 121.99 116.46
R3 120.03 118.93 115.62
R2 116.97 116.97 115.34
R1 115.87 115.87 115.06 116.42
PP 113.91 113.91 113.91 114.18
S1 112.81 112.81 114.50 113.36
S2 110.85 110.85 114.22
S3 107.79 109.75 113.94
S4 104.73 106.69 113.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.57 111.94 3.63 3.2% 2.03 1.8% 67% True False 6,128
10 115.57 107.00 8.57 7.5% 2.02 1.8% 86% True False 6,077
20 115.57 107.00 8.57 7.5% 1.97 1.7% 86% True False 7,094
40 115.57 99.35 16.22 14.2% 1.98 1.7% 93% True False 7,570
60 115.57 95.74 19.83 17.3% 1.96 1.7% 94% True False 8,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 130.74
2.618 124.92
1.618 121.35
1.000 119.14
0.618 117.78
HIGH 115.57
0.618 114.21
0.500 113.79
0.382 113.36
LOW 112.00
0.618 109.79
1.000 108.43
1.618 106.22
2.618 102.65
4.250 96.83
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 114.18 114.18
PP 113.98 113.98
S1 113.79 113.79

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

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