NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 105.30 104.82 -0.48 -0.5% 102.95
High 105.30 106.88 1.58 1.5% 106.88
Low 103.07 104.76 1.69 1.6% 100.60
Close 104.78 106.66 1.88 1.8% 106.66
Range 2.23 2.12 -0.11 -4.9% 6.28
ATR 2.29 2.28 -0.01 -0.5% 0.00
Volume 18,588 19,259 671 3.6% 84,788
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 112.46 111.68 107.83
R3 110.34 109.56 107.24
R2 108.22 108.22 107.05
R1 107.44 107.44 106.85 107.83
PP 106.10 106.10 106.10 106.30
S1 105.32 105.32 106.47 105.71
S2 103.98 103.98 106.27
S3 101.86 103.20 106.08
S4 99.74 101.08 105.49
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 123.55 121.39 110.11
R3 117.27 115.11 108.39
R2 110.99 110.99 107.81
R1 108.83 108.83 107.24 109.91
PP 104.71 104.71 104.71 105.26
S1 102.55 102.55 106.08 103.63
S2 98.43 98.43 105.51
S3 92.15 96.27 104.93
S4 85.87 89.99 103.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.88 100.60 6.28 5.9% 2.42 2.3% 96% True False 16,957
10 106.88 95.05 11.83 11.1% 3.13 2.9% 98% True False 22,067
20 106.88 94.50 12.38 11.6% 2.31 2.2% 98% True False 17,625
40 106.88 91.94 14.94 14.0% 1.85 1.7% 99% True False 14,335
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115.89
2.618 112.43
1.618 110.31
1.000 109.00
0.618 108.19
HIGH 106.88
0.618 106.07
0.500 105.82
0.382 105.57
LOW 104.76
0.618 103.45
1.000 102.64
1.618 101.33
2.618 99.21
4.250 95.75
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 106.38 106.10
PP 106.10 105.54
S1 105.82 104.98

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

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