NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 112.99 114.35 1.36 1.2% 110.66
High 114.37 114.90 0.53 0.5% 113.20
Low 111.80 112.67 0.87 0.8% 106.96
Close 113.64 113.67 0.03 0.0% 113.04
Range 2.57 2.23 -0.34 -13.2% 6.24
ATR 2.41 2.40 -0.01 -0.5% 0.00
Volume 38,662 46,105 7,443 19.3% 147,481
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 120.44 119.28 114.90
R3 118.21 117.05 114.28
R2 115.98 115.98 114.08
R1 114.82 114.82 113.87 114.29
PP 113.75 113.75 113.75 113.48
S1 112.59 112.59 113.47 112.06
S2 111.52 111.52 113.26
S3 109.29 110.36 113.06
S4 107.06 108.13 112.44
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
5 114.90 111.77 3.13 2.8% 2.02 1.8% 61% True False 37,279
10 114.90 106.96 7.94 7.0% 2.38 2.1% 85% True False 40,209
20 114.90 106.21 8.69 7.6% 2.34 2.1% 86% True False 41,939
40 114.90 99.07 15.83 13.9% 2.45 2.2% 92% True False 44,404
60 114.90 95.75 19.15 16.8% 2.41 2.1% 94% True False 49,988
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 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.38
2.618 120.74
1.618 118.51
1.000 117.13
0.618 116.28
HIGH 114.90
0.618 114.05
0.500 113.79
0.382 113.52
LOW 112.67
0.618 111.29
1.000 110.44
1.618 109.06
2.618 106.83
4.250 103.19
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 113.79 113.56
PP 113.75 113.46
S1 113.71 113.35

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

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