NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 103.40 103.90 0.50 0.5% 107.07
High 104.12 104.18 0.06 0.1% 109.30
Low 101.83 99.72 -2.11 -2.1% 102.60
Close 103.97 99.74 -4.23 -4.1% 104.09
Range 2.29 4.46 2.17 94.8% 6.70
ATR 2.36 2.51 0.15 6.4% 0.00
Volume 16,104 9,655 -6,449 -40.0% 115,970
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 114.59 111.63 102.19
R3 110.13 107.17 100.97
R2 105.67 105.67 100.56
R1 102.71 102.71 100.15 101.96
PP 101.21 101.21 101.21 100.84
S1 98.25 98.25 99.33 97.50
S2 96.75 96.75 98.92
S3 92.29 93.79 98.51
S4 87.83 89.33 97.29
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
5 107.85 99.72 8.13 8.2% 2.92 2.9% 0% False True 16,820
10 109.30 99.72 9.58 9.6% 2.56 2.6% 0% False True 20,047
20 109.30 94.50 14.80 14.8% 2.76 2.8% 35% False False 20,107
40 109.30 92.33 16.97 17.0% 2.10 2.1% 44% False False 16,425
60 109.30 90.73 18.57 18.6% 1.81 1.8% 49% False False 12,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 123.14
2.618 115.86
1.618 111.40
1.000 108.64
0.618 106.94
HIGH 104.18
0.618 102.48
0.500 101.95
0.382 101.42
LOW 99.72
0.618 96.96
1.000 95.26
1.618 92.50
2.618 88.04
4.250 80.77
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 101.95 102.69
PP 101.21 101.70
S1 100.48 100.72

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

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