NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 99.80 99.94 0.14 0.1% 106.89
High 101.93 104.45 2.52 2.5% 109.18
Low 98.51 99.94 1.43 1.5% 101.82
Close 100.55 103.94 3.39 3.4% 103.83
Range 3.42 4.51 1.09 31.9% 7.36
ATR 2.64 2.77 0.13 5.1% 0.00
Volume 14,497 12,025 -2,472 -17.1% 131,368
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 116.31 114.63 106.42
R3 111.80 110.12 105.18
R2 107.29 107.29 104.77
R1 105.61 105.61 104.35 106.45
PP 102.78 102.78 102.78 103.20
S1 101.10 101.10 103.53 101.94
S2 98.27 98.27 103.11
S3 93.76 96.59 102.70
S4 89.25 92.08 101.46
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.02 122.79 107.88
R3 119.66 115.43 105.85
R2 112.30 112.30 105.18
R1 108.07 108.07 104.50 106.51
PP 104.94 104.94 104.94 104.16
S1 100.71 100.71 103.16 99.15
S2 97.58 97.58 102.48
S3 90.22 93.35 101.81
S4 82.86 85.99 99.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.58 98.51 6.07 5.8% 3.50 3.4% 89% False False 15,910
10 109.18 98.51 10.67 10.3% 3.00 2.9% 51% False False 20,309
20 109.18 93.92 15.26 14.7% 2.98 2.9% 66% False False 22,334
40 109.18 91.88 17.30 16.6% 2.27 2.2% 70% False False 18,841
60 109.18 91.78 17.40 16.7% 1.94 1.9% 70% False False 14,738
80 109.18 83.43 25.75 24.8% 1.76 1.7% 80% False False 12,085
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 0.34
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 123.62
2.618 116.26
1.618 111.75
1.000 108.96
0.618 107.24
HIGH 104.45
0.618 102.73
0.500 102.20
0.382 101.66
LOW 99.94
0.618 97.15
1.000 95.43
1.618 92.64
2.618 88.13
4.250 80.77
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 103.36 103.12
PP 102.78 102.30
S1 102.20 101.48

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

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