NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 99.84 103.44 3.60 3.6% 102.18
High 103.60 105.18 1.58 1.5% 105.18
Low 98.30 101.60 3.30 3.4% 97.61
Close 103.06 102.44 -0.62 -0.6% 102.44
Range 5.30 3.58 -1.72 -32.5% 7.57
ATR 3.27 3.29 0.02 0.7% 0.00
Volume 55,256 66,072 10,816 19.6% 345,141
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 113.81 111.71 104.41
R3 110.23 108.13 103.42
R2 106.65 106.65 103.10
R1 104.55 104.55 102.77 103.81
PP 103.07 103.07 103.07 102.71
S1 100.97 100.97 102.11 100.23
S2 99.49 99.49 101.78
S3 95.91 97.39 101.46
S4 92.33 93.81 100.47
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.45 121.02 106.60
R3 116.88 113.45 104.52
R2 109.31 109.31 103.83
R1 105.88 105.88 103.13 107.60
PP 101.74 101.74 101.74 102.60
S1 98.31 98.31 101.75 100.03
S2 94.17 94.17 101.05
S3 86.60 90.74 100.36
S4 79.03 83.17 98.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.18 97.61 7.57 7.4% 4.06 4.0% 64% True False 69,028
10 108.80 97.61 11.19 10.9% 3.55 3.5% 43% False False 80,896
20 108.80 92.44 16.36 16.0% 3.79 3.7% 61% False False 84,601
40 108.80 90.50 18.30 17.9% 2.79 2.7% 65% False False 84,630
60 108.80 90.50 18.30 17.9% 2.42 2.4% 65% False False 70,353
80 108.80 82.46 26.34 25.7% 2.23 2.2% 76% False False 60,702
100 108.80 82.46 26.34 25.7% 2.10 2.1% 76% False False 52,644
120 108.80 80.18 28.62 27.9% 2.07 2.0% 78% False False 47,465
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 0.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.40
2.618 114.55
1.618 110.97
1.000 108.76
0.618 107.39
HIGH 105.18
0.618 103.81
0.500 103.39
0.382 102.97
LOW 101.60
0.618 99.39
1.000 98.02
1.618 95.81
2.618 92.23
4.250 86.39
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 103.39 102.09
PP 103.07 101.74
S1 102.76 101.40

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

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