NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 101.64 102.78 1.14 1.1% 105.71
High 102.84 102.79 -0.05 0.0% 108.25
Low 99.77 97.70 -2.07 -2.1% 100.15
Close 102.19 97.98 -4.21 -4.1% 102.35
Range 3.07 5.09 2.02 65.8% 8.10
ATR 3.04 3.18 0.15 4.8% 0.00
Volume 112,428 199,043 86,615 77.0% 770,850
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 114.76 111.46 100.78
R3 109.67 106.37 99.38
R2 104.58 104.58 98.91
R1 101.28 101.28 98.45 100.39
PP 99.49 99.49 99.49 99.04
S1 96.19 96.19 97.51 95.30
S2 94.40 94.40 97.05
S3 89.31 91.10 96.58
S4 84.22 86.01 95.18
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.88 123.22 106.81
R3 119.78 115.12 104.58
R2 111.68 111.68 103.84
R1 107.02 107.02 103.09 105.30
PP 103.58 103.58 103.58 102.73
S1 98.92 98.92 101.61 97.20
S2 95.48 95.48 100.87
S3 87.38 90.82 100.12
S4 79.28 82.72 97.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.78 97.70 9.08 9.3% 3.66 3.7% 3% False True 155,238
10 108.25 97.70 10.55 10.8% 3.29 3.4% 3% False True 147,233
20 108.25 90.27 17.98 18.4% 3.55 3.6% 43% False False 127,671
40 108.25 89.40 18.85 19.2% 2.72 2.8% 46% False False 110,142
60 108.25 89.40 18.85 19.2% 2.35 2.4% 46% False False 84,911
80 108.25 82.22 26.03 26.6% 2.17 2.2% 61% False False 67,092
100 108.25 82.22 26.03 26.6% 1.99 2.0% 61% False False 55,465
120 108.25 79.39 28.86 29.5% 1.87 1.9% 64% False False 47,226
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 0.62
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124.42
2.618 116.12
1.618 111.03
1.000 107.88
0.618 105.94
HIGH 102.79
0.618 100.85
0.500 100.25
0.382 99.64
LOW 97.70
0.618 94.55
1.000 92.61
1.618 89.46
2.618 84.37
4.250 76.07
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 100.25 100.89
PP 99.49 99.92
S1 98.74 98.95

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

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