NYMEX Light Sweet Crude Oil Future November 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 114.29 113.48 -0.81 -0.7% 113.23
High 114.93 115.00 0.07 0.1% 115.00
Low 112.77 113.48 0.71 0.6% 111.94
Close 113.71 114.78 1.07 0.9% 114.78
Range 2.16 1.52 -0.64 -29.6% 3.06
ATR 2.01 1.98 -0.04 -1.7% 0.00
Volume 8,956 6,519 -2,437 -27.2% 31,358
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 118.98 118.40 115.62
R3 117.46 116.88 115.20
R2 115.94 115.94 115.06
R1 115.36 115.36 114.92 115.65
PP 114.42 114.42 114.42 114.57
S1 113.84 113.84 114.64 114.13
S2 112.90 112.90 114.50
S3 111.38 112.32 114.36
S4 109.86 110.80 113.94
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.09 121.99 116.46
R3 120.03 118.93 115.62
R2 116.97 116.97 115.34
R1 115.87 115.87 115.06 116.42
PP 113.91 113.91 113.91 114.18
S1 112.81 112.81 114.50 113.36
S2 110.85 110.85 114.22
S3 107.79 109.75 113.94
S4 104.73 106.69 113.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.00 111.94 3.06 2.7% 1.68 1.5% 93% True False 6,271
10 115.00 107.00 8.00 7.0% 1.90 1.7% 97% True False 6,709
20 115.00 107.00 8.00 7.0% 1.87 1.6% 97% True False 7,289
40 115.00 99.35 15.65 13.6% 1.92 1.7% 99% True False 7,657
60 115.00 95.74 19.26 16.8% 1.92 1.7% 99% True False 8,135
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121.46
2.618 118.98
1.618 117.46
1.000 116.52
0.618 115.94
HIGH 115.00
0.618 114.42
0.500 114.24
0.382 114.06
LOW 113.48
0.618 112.54
1.000 111.96
1.618 111.02
2.618 109.50
4.250 107.02
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 114.60 114.34
PP 114.42 113.91
S1 114.24 113.47

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

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