NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 108.35 109.65 1.30 1.2% 107.20
High 109.55 110.39 0.84 0.8% 109.55
Low 107.93 109.24 1.31 1.2% 104.54
Close 109.35 110.25 0.90 0.8% 109.35
Range 1.62 1.15 -0.47 -29.0% 5.01
ATR 2.35 2.27 -0.09 -3.7% 0.00
Volume 40,973 36,837 -4,136 -10.1% 173,938
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 113.41 112.98 110.88
R3 112.26 111.83 110.57
R2 111.11 111.11 110.46
R1 110.68 110.68 110.36 110.90
PP 109.96 109.96 109.96 110.07
S1 109.53 109.53 110.14 109.75
S2 108.81 108.81 110.04
S3 107.66 108.38 109.93
S4 106.51 107.23 109.62
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
5 110.39 104.54 5.85 5.3% 1.71 1.6% 98% True False 35,632
10 110.39 104.25 6.14 5.6% 1.70 1.5% 98% True False 36,518
20 110.39 99.07 11.32 10.3% 2.47 2.2% 99% True False 43,230
40 110.39 95.75 14.64 13.3% 2.45 2.2% 99% True False 52,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 42 trading days
Fibonacci Retracements and Extensions
4.250 115.28
2.618 113.40
1.618 112.25
1.000 111.54
0.618 111.10
HIGH 110.39
0.618 109.95
0.500 109.82
0.382 109.68
LOW 109.24
0.618 108.53
1.000 108.09
1.618 107.38
2.618 106.23
4.250 104.35
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 110.11 109.60
PP 109.96 108.95
S1 109.82 108.30

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

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