NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 110.30 111.64 1.34 1.2% 109.65
High 111.97 114.45 2.48 2.2% 114.45
Low 110.22 111.48 1.26 1.1% 109.24
Close 111.87 114.18 2.31 2.1% 114.18
Range 1.75 2.97 1.22 69.7% 5.21
ATR 2.10 2.16 0.06 3.0% 0.00
Volume 32,722 45,925 13,203 40.3% 190,173
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.28 121.20 115.81
R3 119.31 118.23 115.00
R2 116.34 116.34 114.72
R1 115.26 115.26 114.45 115.80
PP 113.37 113.37 113.37 113.64
S1 112.29 112.29 113.91 112.83
S2 110.40 110.40 113.64
S3 107.43 109.32 113.36
S4 104.46 106.35 112.55
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 128.25 126.43 117.05
R3 123.04 121.22 115.61
R2 117.83 117.83 115.14
R1 116.01 116.01 114.66 116.92
PP 112.62 112.62 112.62 113.08
S1 110.80 110.80 113.70 111.71
S2 107.41 107.41 113.22
S3 102.20 105.59 112.75
S4 96.99 100.38 111.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.45 109.24 5.21 4.6% 1.67 1.5% 95% True False 38,034
10 114.45 104.54 9.91 8.7% 1.75 1.5% 97% True False 36,411
20 114.45 99.07 15.38 13.5% 2.22 1.9% 98% True False 38,125
40 114.45 95.75 18.70 16.4% 2.48 2.2% 99% True False 52,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 127.07
2.618 122.23
1.618 119.26
1.000 117.42
0.618 116.29
HIGH 114.45
0.618 113.32
0.500 112.97
0.382 112.61
LOW 111.48
0.618 109.64
1.000 108.51
1.618 106.67
2.618 103.70
4.250 98.86
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 113.78 113.49
PP 113.37 112.79
S1 112.97 112.10

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

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