NYMEX Light Sweet Crude Oil Future July 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 102.74 103.79 1.05 1.0% 106.52
High 103.54 103.79 0.25 0.2% 109.10
Low 101.07 98.93 -2.14 -2.1% 101.44
Close 103.32 99.13 -4.19 -4.1% 103.46
Range 2.47 4.86 2.39 96.8% 7.66
ATR 2.70 2.85 0.15 5.7% 0.00
Volume 31,015 18,380 -12,635 -40.7% 201,638
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 115.20 112.02 101.80
R3 110.34 107.16 100.47
R2 105.48 105.48 100.02
R1 102.30 102.30 99.58 101.46
PP 100.62 100.62 100.62 100.20
S1 97.44 97.44 98.68 96.60
S2 95.76 95.76 98.24
S3 90.90 92.58 97.79
S4 86.04 87.72 96.46
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.65 123.21 107.67
R3 119.99 115.55 105.57
R2 112.33 112.33 104.86
R1 107.89 107.89 104.16 106.28
PP 104.67 104.67 104.67 103.86
S1 100.23 100.23 102.76 98.62
S2 97.01 97.01 102.06
S3 89.35 92.57 101.35
S4 81.69 84.91 99.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.65 98.93 8.72 8.8% 3.43 3.5% 2% False True 34,367
10 109.10 98.93 10.17 10.3% 3.00 3.0% 2% False True 33,678
20 109.10 93.10 16.00 16.1% 3.17 3.2% 38% False False 36,517
40 109.10 91.36 17.74 17.9% 2.39 2.4% 44% False False 30,970
60 109.10 90.36 18.74 18.9% 2.06 2.1% 47% False False 24,639
80 109.10 83.16 25.94 26.2% 1.87 1.9% 62% False False 19,933
100 109.10 83.16 25.94 26.2% 1.70 1.7% 62% False False 16,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124.45
2.618 116.51
1.618 111.65
1.000 108.65
0.618 106.79
HIGH 103.79
0.618 101.93
0.500 101.36
0.382 100.79
LOW 98.93
0.618 95.93
1.000 94.07
1.618 91.07
2.618 86.21
4.250 78.28
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 101.36 102.05
PP 100.62 101.07
S1 99.87 100.10

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

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