NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 112.17 113.02 0.85 0.8% 110.66
High 113.20 114.18 0.98 0.9% 113.20
Low 111.77 111.91 0.14 0.1% 106.96
Close 113.04 112.94 -0.10 -0.1% 113.04
Range 1.43 2.27 0.84 58.7% 6.24
ATR 2.48 2.46 -0.01 -0.6% 0.00
Volume 43,211 35,056 -8,155 -18.9% 147,481
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 119.82 118.65 114.19
R3 117.55 116.38 113.56
R2 115.28 115.28 113.36
R1 114.11 114.11 113.15 113.56
PP 113.01 113.01 113.01 112.74
S1 111.84 111.84 112.73 111.29
S2 110.74 110.74 112.52
S3 108.47 109.57 112.32
S4 106.20 107.30 111.69
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 129.79 127.65 116.47
R3 123.55 121.41 114.76
R2 117.31 117.31 114.18
R1 115.17 115.17 113.61 116.24
PP 111.07 111.07 111.07 111.60
S1 108.93 108.93 112.47 110.00
S2 104.83 104.83 111.90
S3 98.59 102.69 111.32
S4 92.35 96.45 109.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.18 106.96 7.22 6.4% 2.53 2.2% 83% True False 36,507
10 114.90 106.96 7.94 7.0% 2.83 2.5% 75% False False 45,372
20 114.90 104.54 10.36 9.2% 2.29 2.0% 81% False False 40,891
40 114.90 99.07 15.83 14.0% 2.49 2.2% 88% False False 45,914
60 114.90 95.13 19.77 17.5% 2.42 2.1% 90% False False 51,890
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 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.83
2.618 120.12
1.618 117.85
1.000 116.45
0.618 115.58
HIGH 114.18
0.618 113.31
0.500 113.05
0.382 112.78
LOW 111.91
0.618 110.51
1.000 109.64
1.618 108.24
2.618 105.97
4.250 102.26
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 113.05 112.51
PP 113.01 112.07
S1 112.98 111.64

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

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