NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 108.18 109.46 1.28 1.2% 109.49
High 109.46 110.18 0.72 0.7% 114.32
Low 108.02 108.92 0.90 0.8% 109.38
Close 109.29 109.77 0.48 0.4% 114.29
Range 1.44 1.26 -0.18 -12.5% 4.94
ATR 2.01 1.96 -0.05 -2.7% 0.00
Volume 10,096 9,955 -141 -1.4% 31,343
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 113.40 112.85 110.46
R3 112.14 111.59 110.12
R2 110.88 110.88 110.00
R1 110.33 110.33 109.89 110.61
PP 109.62 109.62 109.62 109.76
S1 109.07 109.07 109.65 109.35
S2 108.36 108.36 109.54
S3 107.10 107.81 109.42
S4 105.84 106.55 109.08
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 127.48 125.83 117.01
R3 122.54 120.89 115.65
R2 117.60 117.60 115.20
R1 115.95 115.95 114.74 116.78
PP 112.66 112.66 112.66 113.08
S1 111.01 111.01 113.84 111.84
S2 107.72 107.72 113.38
S3 102.78 106.07 112.93
S4 97.84 101.13 111.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.65 107.77 6.88 6.3% 2.44 2.2% 29% False False 9,630
10 114.65 107.77 6.88 6.3% 1.84 1.7% 29% False False 7,868
20 114.65 102.87 11.78 10.7% 1.64 1.5% 59% False False 7,915
40 114.65 95.74 18.91 17.2% 2.08 1.9% 74% False False 8,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115.54
2.618 113.48
1.618 112.22
1.000 111.44
0.618 110.96
HIGH 110.18
0.618 109.70
0.500 109.55
0.382 109.40
LOW 108.92
0.618 108.14
1.000 107.66
1.618 106.88
2.618 105.62
4.250 103.57
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 109.70 109.72
PP 109.62 109.67
S1 109.55 109.62

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

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