NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 107.25 105.65 -1.60 -1.5% 107.07
High 107.35 105.65 -1.70 -1.6% 109.30
Low 103.85 102.60 -1.25 -1.2% 102.60
Close 105.46 104.09 -1.37 -1.3% 104.09
Range 3.50 3.05 -0.45 -12.9% 6.70
ATR 2.31 2.37 0.05 2.3% 0.00
Volume 18,913 16,615 -2,298 -12.2% 115,970
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 113.26 111.73 105.77
R3 110.21 108.68 104.93
R2 107.16 107.16 104.65
R1 105.63 105.63 104.37 104.87
PP 104.11 104.11 104.11 103.74
S1 102.58 102.58 103.81 101.82
S2 101.06 101.06 103.53
S3 98.01 99.53 103.25
S4 94.96 96.48 102.41
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.43 121.46 107.78
R3 118.73 114.76 105.93
R2 112.03 112.03 105.32
R1 108.06 108.06 104.70 106.70
PP 105.33 105.33 105.33 104.65
S1 101.36 101.36 103.48 100.00
S2 98.63 98.63 102.86
S3 91.93 94.66 102.25
S4 85.23 87.96 100.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.30 102.60 6.70 6.4% 2.45 2.4% 22% False True 23,194
10 109.30 100.60 8.70 8.4% 2.43 2.3% 40% False False 20,075
20 109.30 94.50 14.80 14.2% 2.57 2.5% 65% False False 20,329
40 109.30 92.33 16.97 16.3% 1.97 1.9% 69% False False 16,222
60 109.30 89.83 19.47 18.7% 1.73 1.7% 73% False False 12,475
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.61
2.618 113.63
1.618 110.58
1.000 108.70
0.618 107.53
HIGH 105.65
0.618 104.48
0.500 104.13
0.382 103.77
LOW 102.60
0.618 100.72
1.000 99.55
1.618 97.67
2.618 94.62
4.250 89.64
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 104.13 105.23
PP 104.11 104.85
S1 104.10 104.47

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

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