NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	100.41	100.35	-0.06	-0.1%	107.07
High	102.19	104.54	2.35	2.3%	109.30
Low	99.97	100.29	0.32	0.3%	102.60
Close	100.83	104.17	3.34	3.3%	104.09
Range	2.22	4.25	2.03	91.4%	6.70
ATR	2.51	2.63	0.12	5.0%	0.00
Volume	18,392	14,612	-3,780	-20.6%	115,970

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.75	114.21	106.51
R3	111.50	109.96	105.34
R2	107.25	107.25	104.95
R1	105.71	105.71	104.56	106.48
PP	103.00	103.00	103.00	103.39
S1	101.46	101.46	103.78	102.23
S2	98.75	98.75	103.39
S3	94.50	97.21	103.00
S4	90.25	92.96	101.83

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	105.65	99.72	5.93	5.7%	3.25	3.1%	75%	False	False	15,075
10	109.30	99.72	9.58	9.2%	2.76	2.6%	46%	False	False	19,399
20	109.30	94.50	14.80	14.2%	2.90	2.8%	65%	False	False	20,448
40	109.30	92.33	16.97	16.3%	2.20	2.1%	70%	False	False	16,946
60	109.30	91.94	17.36	16.7%	1.88	1.8%	70%	False	False	13,077

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	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122.60
2.618	115.67
1.618	111.42
1.000	108.79
0.618	107.17
HIGH	104.54
0.618	102.92
0.500	102.42
0.382	101.91
LOW	100.29
0.618	97.66
1.000	96.04
1.618	93.41
2.618	89.16
4.250	82.23

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	103.59	103.49
PP	103.00	102.81
S1	102.42	102.13

Download as Excel Spreadsheet

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

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