NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 104.82 107.07 2.25 2.1% 102.95
High 106.88 109.30 2.42 2.3% 106.88
Low 104.76 107.07 2.31 2.2% 100.60
Close 106.66 107.85 1.19 1.1% 106.66
Range 2.12 2.23 0.11 5.2% 6.28
ATR 2.28 2.30 0.03 1.1% 0.00
Volume 19,259 26,947 7,688 39.9% 84,788
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 114.76 113.54 109.08
R3 112.53 111.31 108.46
R2 110.30 110.30 108.26
R1 109.08 109.08 108.05 109.69
PP 108.07 108.07 108.07 108.38
S1 106.85 106.85 107.65 107.46
S2 105.84 105.84 107.44
S3 103.61 104.62 107.24
S4 101.38 102.39 106.62
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
5 109.30 100.79 8.51 7.9% 2.40 2.2% 83% True False 19,935
10 109.30 96.58 12.72 11.8% 3.18 2.9% 89% True False 22,848
20 109.30 94.50 14.80 13.7% 2.31 2.1% 90% True False 18,414
40 109.30 91.94 17.36 16.1% 1.87 1.7% 92% True False 14,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.78
2.618 115.14
1.618 112.91
1.000 111.53
0.618 110.68
HIGH 109.30
0.618 108.45
0.500 108.19
0.382 107.92
LOW 107.07
0.618 105.69
1.000 104.84
1.618 103.46
2.618 101.23
4.250 97.59
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 108.19 107.30
PP 108.07 106.74
S1 107.96 106.19

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

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