NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 109.38 108.98 -0.40 -0.4% 106.41
High 109.73 110.33 0.60 0.5% 109.18
Low 108.65 108.98 0.33 0.3% 103.74
Close 109.56 110.05 0.49 0.4% 108.94
Range 1.08 1.35 0.27 25.0% 5.44
ATR 2.32 2.25 -0.07 -3.0% 0.00
Volume 31,543 40,843 9,300 29.5% 181,528
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 113.84 113.29 110.79
R3 112.49 111.94 110.42
R2 111.14 111.14 110.30
R1 110.59 110.59 110.17 110.87
PP 109.79 109.79 109.79 109.92
S1 109.24 109.24 109.93 109.52
S2 108.44 108.44 109.80
S3 107.09 107.89 109.68
S4 105.74 106.54 109.31
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.61 121.71 111.93
R3 118.17 116.27 110.44
R2 112.73 112.73 109.94
R1 110.83 110.83 109.44 111.78
PP 107.29 107.29 107.29 107.76
S1 105.39 105.39 108.44 106.34
S2 101.85 101.85 107.94
S3 96.41 99.95 107.44
S4 90.97 94.51 105.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.33 105.35 4.98 4.5% 1.57 1.4% 94% True False 41,649
10 110.33 103.74 6.59 6.0% 1.66 1.5% 96% True False 37,347
20 110.33 98.20 12.13 11.0% 2.54 2.3% 98% True False 32,304
40 110.33 93.10 17.23 15.7% 2.60 2.4% 98% True False 34,257
60 110.33 91.36 18.97 17.2% 2.28 2.1% 99% True False 30,486
80 110.33 89.63 20.70 18.8% 2.04 1.9% 99% True False 25,235
100 110.33 83.16 27.17 24.7% 1.91 1.7% 99% True False 21,337
120 110.33 83.16 27.17 24.7% 1.76 1.6% 99% True False 18,330
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.07
2.618 113.86
1.618 112.51
1.000 111.68
0.618 111.16
HIGH 110.33
0.618 109.81
0.500 109.66
0.382 109.50
LOW 108.98
0.618 108.15
1.000 107.63
1.618 106.80
2.618 105.45
4.250 103.24
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 109.92 109.86
PP 109.79 109.67
S1 109.66 109.48

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

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