NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 105.30 105.93 0.63 0.6% 105.39
High 106.40 106.48 0.08 0.1% 107.59
Low 104.60 105.17 0.57 0.5% 103.96
Close 106.27 106.01 -0.26 -0.2% 106.82
Range 1.80 1.31 -0.49 -27.2% 3.63
ATR 2.31 2.24 -0.07 -3.1% 0.00
Volume 8,727 13,549 4,822 55.3% 72,760
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.82 109.22 106.73
R3 108.51 107.91 106.37
R2 107.20 107.20 106.25
R1 106.60 106.60 106.13 106.90
PP 105.89 105.89 105.89 106.04
S1 105.29 105.29 105.89 105.59
S2 104.58 104.58 105.77
S3 103.27 103.98 105.65
S4 101.96 102.67 105.29
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 117.01 115.55 108.82
R3 113.38 111.92 107.82
R2 109.75 109.75 107.49
R1 108.29 108.29 107.15 109.02
PP 106.12 106.12 106.12 106.49
S1 104.66 104.66 106.49 105.39
S2 102.49 102.49 106.15
S3 98.86 101.03 105.82
S4 95.23 97.40 104.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.48 104.60 2.88 2.7% 1.48 1.4% 49% False False 14,349
10 107.59 100.29 7.30 6.9% 2.07 2.0% 78% False False 13,033
20 109.30 99.72 9.58 9.0% 2.31 2.2% 66% False False 16,415
40 109.30 94.50 14.80 14.0% 2.26 2.1% 78% False False 16,913
60 109.30 91.94 17.36 16.4% 2.02 1.9% 81% False False 14,559
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.05
2.618 109.91
1.618 108.60
1.000 107.79
0.618 107.29
HIGH 106.48
0.618 105.98
0.500 105.83
0.382 105.67
LOW 105.17
0.618 104.36
1.000 103.86
1.618 103.05
2.618 101.74
4.250 99.60
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 105.95 105.96
PP 105.89 105.91
S1 105.83 105.87

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

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