NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 113.67 111.54 -2.13 -1.9% 113.02
High 113.97 112.16 -1.81 -1.6% 114.95
Low 111.23 109.63 -1.60 -1.4% 111.80
Close 111.95 110.26 -1.69 -1.5% 114.73
Range 2.74 2.53 -0.21 -7.7% 3.15
ATR 2.50 2.50 0.00 0.1% 0.00
Volume 29,973 37,835 7,862 26.2% 181,501
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 118.27 116.80 111.65
R3 115.74 114.27 110.96
R2 113.21 113.21 110.72
R1 111.74 111.74 110.49 111.21
PP 110.68 110.68 110.68 110.42
S1 109.21 109.21 110.03 108.68
S2 108.15 108.15 109.80
S3 105.62 106.68 109.56
S4 103.09 104.15 108.87
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.28 122.15 116.46
R3 120.13 119.00 115.60
R2 116.98 116.98 115.31
R1 115.85 115.85 115.02 116.42
PP 113.83 113.83 113.83 114.11
S1 112.70 112.70 114.44 113.27
S2 110.68 110.68 114.15
S3 107.53 109.55 113.86
S4 104.38 106.40 113.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.50 109.63 5.87 5.3% 2.59 2.3% 11% False True 35,664
10 115.50 109.10 6.40 5.8% 2.40 2.2% 18% False False 35,424
20 115.50 106.96 8.54 7.7% 2.57 2.3% 39% False False 40,694
40 115.50 99.07 16.43 14.9% 2.49 2.3% 68% False False 41,008
60 115.50 95.75 19.75 17.9% 2.49 2.3% 73% False False 48,776
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 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122.91
2.618 118.78
1.618 116.25
1.000 114.69
0.618 113.72
HIGH 112.16
0.618 111.19
0.500 110.90
0.382 110.60
LOW 109.63
0.618 108.07
1.000 107.10
1.618 105.54
2.618 103.01
4.250 98.88
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 110.90 112.57
PP 110.68 111.80
S1 110.47 111.03

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

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