NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 106.21 108.35 2.14 2.0% 107.20
High 108.45 109.55 1.10 1.0% 109.55
Low 106.21 107.93 1.72 1.6% 104.54
Close 108.33 109.35 1.02 0.9% 109.35
Range 2.24 1.62 -0.62 -27.7% 5.01
ATR 2.41 2.35 -0.06 -2.3% 0.00
Volume 45,786 40,973 -4,813 -10.5% 173,938
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 113.80 113.20 110.24
R3 112.18 111.58 109.80
R2 110.56 110.56 109.65
R1 109.96 109.96 109.50 110.26
PP 108.94 108.94 108.94 109.10
S1 108.34 108.34 109.20 108.64
S2 107.32 107.32 109.05
S3 105.70 106.72 108.90
S4 104.08 105.10 108.46
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.84 121.11 112.11
R3 117.83 116.10 110.73
R2 112.82 112.82 110.27
R1 111.09 111.09 109.81 111.96
PP 107.81 107.81 107.81 108.25
S1 106.08 106.08 108.89 106.95
S2 102.80 102.80 108.43
S3 97.79 101.07 107.97
S4 92.78 96.06 106.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.55 104.54 5.01 4.6% 1.82 1.7% 96% True False 34,787
10 109.55 104.25 5.30 4.8% 1.72 1.6% 96% True False 37,313
20 109.55 99.07 10.48 9.6% 2.54 2.3% 98% True False 45,035
40 109.55 95.75 13.80 12.6% 2.49 2.3% 99% True False 53,303
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 2 trading days
Fibonacci Retracements and Extensions
4.250 116.44
2.618 113.79
1.618 112.17
1.000 111.17
0.618 110.55
HIGH 109.55
0.618 108.93
0.500 108.74
0.382 108.55
LOW 107.93
0.618 106.93
1.000 106.31
1.618 105.31
2.618 103.69
4.250 101.05
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 109.15 108.74
PP 108.94 108.12
S1 108.74 107.51

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

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