NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 113.02 112.35 -0.67 -0.6% 110.66
High 114.18 113.47 -0.71 -0.6% 113.20
Low 111.91 111.88 -0.03 0.0% 106.96
Close 112.94 113.08 0.14 0.1% 113.04
Range 2.27 1.59 -0.68 -30.0% 6.24
ATR 2.46 2.40 -0.06 -2.5% 0.00
Volume 35,056 23,365 -11,691 -33.3% 147,481
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 117.58 116.92 113.95
R3 115.99 115.33 113.52
R2 114.40 114.40 113.37
R1 113.74 113.74 113.23 114.07
PP 112.81 112.81 112.81 112.98
S1 112.15 112.15 112.93 112.48
S2 111.22 111.22 112.79
S3 109.63 110.56 112.64
S4 108.04 108.97 112.21
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% 2.29 2.0% 85% False False 34,119
10 114.18 106.96 7.22 6.4% 2.58 2.3% 85% False False 42,820
20 114.90 104.54 10.36 9.2% 2.28 2.0% 82% False False 40,429
40 114.90 99.07 15.83 14.0% 2.47 2.2% 89% False False 44,988
60 114.90 95.75 19.15 16.9% 2.41 2.1% 90% False False 51,139
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.23
2.618 117.63
1.618 116.04
1.000 115.06
0.618 114.45
HIGH 113.47
0.618 112.86
0.500 112.68
0.382 112.49
LOW 111.88
0.618 110.90
1.000 110.29
1.618 109.31
2.618 107.72
4.250 105.12
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 112.95 113.05
PP 112.81 113.01
S1 112.68 112.98

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

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