NYMEX Light Sweet Crude Oil Future August 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 99.94 104.20 4.26 4.3% 102.53
High 104.45 105.83 1.38 1.3% 105.83
Low 99.94 102.49 2.55 2.6% 98.51
Close 103.94 103.26 -0.68 -0.7% 103.26
Range 4.51 3.34 -1.17 -25.9% 7.32
ATR 2.77 2.81 0.04 1.5% 0.00
Volume 12,025 10,335 -1,690 -14.1% 64,422
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 113.88 111.91 105.10
R3 110.54 108.57 104.18
R2 107.20 107.20 103.87
R1 105.23 105.23 103.57 104.55
PP 103.86 103.86 103.86 103.52
S1 101.89 101.89 102.95 101.21
S2 100.52 100.52 102.65
S3 97.18 98.55 102.34
S4 93.84 95.21 101.42
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.49 121.20 107.29
R3 117.17 113.88 105.27
R2 109.85 109.85 104.60
R1 106.56 106.56 103.93 108.21
PP 102.53 102.53 102.53 103.36
S1 99.24 99.24 102.59 100.89
S2 95.21 95.21 101.92
S3 87.89 91.92 101.25
S4 80.57 84.60 99.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.83 98.51 7.32 7.1% 3.62 3.5% 65% True False 12,884
10 109.18 98.51 10.67 10.3% 3.09 3.0% 45% False False 19,579
20 109.18 94.21 14.97 14.5% 3.07 3.0% 60% False False 21,970
40 109.18 91.88 17.30 16.8% 2.30 2.2% 66% False False 18,942
60 109.18 91.78 17.40 16.9% 1.99 1.9% 66% False False 14,853
80 109.18 83.43 25.75 24.9% 1.79 1.7% 77% False False 12,172
Crabel Price Patterns
NR True
NR4 True
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 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120.03
2.618 114.57
1.618 111.23
1.000 109.17
0.618 107.89
HIGH 105.83
0.618 104.55
0.500 104.16
0.382 103.77
LOW 102.49
0.618 100.43
1.000 99.15
1.618 97.09
2.618 93.75
4.250 88.30
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 104.16 102.90
PP 103.86 102.53
S1 103.56 102.17

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

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