NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 104.19 105.72 1.53 1.5% 102.74
High 106.17 107.26 1.09 1.0% 105.64
Low 103.29 105.45 2.16 2.1% 98.20
Close 106.00 106.58 0.58 0.5% 102.95
Range 2.88 1.81 -1.07 -37.2% 7.44
ATR 3.03 2.95 -0.09 -2.9% 0.00
Volume 16,930 29,254 12,324 72.8% 127,038
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.86 111.03 107.58
R3 110.05 109.22 107.08
R2 108.24 108.24 106.91
R1 107.41 107.41 106.75 107.83
PP 106.43 106.43 106.43 106.64
S1 105.60 105.60 106.41 106.02
S2 104.62 104.62 106.25
S3 102.81 103.79 106.08
S4 101.00 101.98 105.58
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.58 121.21 107.04
R3 117.14 113.77 105.00
R2 109.70 109.70 104.31
R1 106.33 106.33 103.63 108.02
PP 102.26 102.26 102.26 103.11
S1 98.89 98.89 102.27 100.58
S2 94.82 94.82 101.59
S3 87.38 91.45 100.90
S4 79.94 84.01 98.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.26 98.88 8.38 7.9% 3.01 2.8% 92% True False 22,884
10 107.65 98.20 9.45 8.9% 3.41 3.2% 89% False False 27,260
20 109.10 98.20 10.90 10.2% 3.19 3.0% 77% False False 32,855
40 109.10 91.56 17.54 16.5% 2.64 2.5% 86% False False 31,802
60 109.10 91.28 17.82 16.7% 2.28 2.1% 86% False False 26,409
80 109.10 85.92 23.18 21.7% 2.01 1.9% 89% False False 21,462
100 109.10 83.16 25.94 24.3% 1.83 1.7% 90% False False 17,951
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.95
2.618 112.00
1.618 110.19
1.000 109.07
0.618 108.38
HIGH 107.26
0.618 106.57
0.500 106.36
0.382 106.14
LOW 105.45
0.618 104.33
1.000 103.64
1.618 102.52
2.618 100.71
4.250 97.76
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 106.51 106.15
PP 106.43 105.71
S1 106.36 105.28

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

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