NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 103.90 100.41 -3.49 -3.4% 107.07
High 104.18 102.19 -1.99 -1.9% 109.30
Low 99.72 99.97 0.25 0.3% 102.60
Close 99.74 100.83 1.09 1.1% 104.09
Range 4.46 2.22 -2.24 -50.2% 6.70
ATR 2.51 2.51 0.00 -0.2% 0.00
Volume 9,655 18,392 8,737 90.5% 115,970
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 107.66 106.46 102.05
R3 105.44 104.24 101.44
R2 103.22 103.22 101.24
R1 102.02 102.02 101.03 102.62
PP 101.00 101.00 101.00 101.30
S1 99.80 99.80 100.63 100.40
S2 98.78 98.78 100.42
S3 96.56 97.58 100.22
S4 94.34 95.36 99.61
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
5 107.35 99.72 7.63 7.6% 3.10 3.1% 15% False False 15,935
10 109.30 99.72 9.58 9.5% 2.56 2.5% 12% False False 19,796
20 109.30 94.50 14.80 14.7% 2.74 2.7% 43% False False 20,400
40 109.30 92.33 16.97 16.8% 2.13 2.1% 50% False False 16,738
60 109.30 90.73 18.57 18.4% 1.83 1.8% 54% False False 12,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111.63
2.618 108.00
1.618 105.78
1.000 104.41
0.618 103.56
HIGH 102.19
0.618 101.34
0.500 101.08
0.382 100.82
LOW 99.97
0.618 98.60
1.000 97.75
1.618 96.38
2.618 94.16
4.250 90.54
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 101.08 101.95
PP 101.00 101.58
S1 100.91 101.20

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

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