NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 114.50 113.35 -1.15 -1.0% 113.80
High 114.95 114.99 0.04 0.0% 114.99
Low 112.82 113.35 0.53 0.5% 111.83
Close 113.75 114.82 1.07 0.9% 114.82
Range 2.13 1.64 -0.49 -23.0% 3.16
ATR 2.16 2.13 -0.04 -1.7% 0.00
Volume 12,679 10,352 -2,327 -18.4% 49,111
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 119.31 118.70 115.72
R3 117.67 117.06 115.27
R2 116.03 116.03 115.12
R1 115.42 115.42 114.97 115.73
PP 114.39 114.39 114.39 114.54
S1 113.78 113.78 114.67 114.09
S2 112.75 112.75 114.52
S3 111.11 112.14 114.37
S4 109.47 110.50 113.92
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.36 122.25 116.56
R3 120.20 119.09 115.69
R2 117.04 117.04 115.40
R1 115.93 115.93 115.11 116.49
PP 113.88 113.88 113.88 114.16
S1 112.77 112.77 114.53 113.33
S2 110.72 110.72 114.24
S3 107.56 109.61 113.95
S4 104.40 106.45 113.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.99 111.83 3.16 2.8% 1.93 1.7% 95% True False 9,822
10 114.99 107.30 7.69 6.7% 2.13 1.9% 98% True False 9,857
20 114.99 107.30 7.69 6.7% 2.05 1.8% 98% True False 9,680
40 114.99 99.41 15.58 13.6% 2.11 1.8% 99% True False 8,883
60 114.99 95.00 19.99 17.4% 2.07 1.8% 99% True False 9,408
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121.96
2.618 119.28
1.618 117.64
1.000 116.63
0.618 116.00
HIGH 114.99
0.618 114.36
0.500 114.17
0.382 113.98
LOW 113.35
0.618 112.34
1.000 111.71
1.618 110.70
2.618 109.06
4.250 106.38
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 114.60 114.35
PP 114.39 113.88
S1 114.17 113.41

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

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