NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 10-Mar-2011

Day Change Summary
	Previous	Current
	09-Mar-2011	10-Mar-2011	Change	Change %	Previous Week
Open	106.50	107.42	0.92	0.9%	103.09
High	107.70	107.42	-0.28	-0.3%	106.77
Low	106.50	104.05	-2.45	-2.3%	101.01
Close	107.45	105.60	-1.85	-1.7%	106.62
Range	1.20	3.37	2.17	180.8%	5.76
ATR	1.96	2.07	0.10	5.2%	0.00
Volume	9,040	8,281	-759	-8.4%	46,063

Daily Pivots for day following 10-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.80	114.07	107.45
R3	112.43	110.70	106.53
R2	109.06	109.06	106.22
R1	107.33	107.33	105.91	106.51
PP	105.69	105.69	105.69	105.28
S1	103.96	103.96	105.29	103.14
S2	102.32	102.32	104.98
S3	98.95	100.59	104.67
S4	95.58	97.22	103.75

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.08	120.11	109.79
R3	116.32	114.35	108.20
R2	110.56	110.56	107.68
R1	108.59	108.59	107.15	109.58
PP	104.80	104.80	104.80	105.29
S1	102.83	102.83	106.09	103.82
S2	99.04	99.04	105.56
S3	93.28	97.07	105.04
S4	87.52	91.31	103.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.11	104.05	5.06	4.8%	2.01	1.9%	31%	False	True	9,531
10	109.11	100.77	8.34	7.9%	1.98	1.9%	58%	False	False	10,253
20	109.11	95.74	13.37	12.7%	2.10	2.0%	74%	False	False	9,679

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121.74
2.618	116.24
1.618	112.87
1.000	110.79
0.618	109.50
HIGH	107.42
0.618	106.13
0.500	105.74
0.382	105.34
LOW	104.05
0.618	101.97
1.000	100.68
1.618	98.60
2.618	95.23
4.250	89.73

Fisher Pivots for day following 10-Mar-2011
Pivot	1 day	3 day
R1	105.74	105.93
PP	105.69	105.82
S1	105.65	105.71

Download as Excel Spreadsheet

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

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