NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 105.93 106.30 0.37 0.3% 105.39
High 106.48 108.26 1.78 1.7% 107.59
Low 105.17 106.30 1.13 1.1% 103.96
Close 106.01 108.18 2.17 2.0% 106.82
Range 1.31 1.96 0.65 49.6% 3.63
ATR 2.24 2.24 0.00 0.0% 0.00
Volume 13,549 16,923 3,374 24.9% 72,760
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 113.46 112.78 109.26
R3 111.50 110.82 108.72
R2 109.54 109.54 108.54
R1 108.86 108.86 108.36 109.20
PP 107.58 107.58 107.58 107.75
S1 106.90 106.90 108.00 107.24
S2 105.62 105.62 107.82
S3 103.66 104.94 107.64
S4 101.70 102.98 107.10
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
5 108.26 104.60 3.66 3.4% 1.62 1.5% 98% True False 14,511
10 108.26 102.70 5.56 5.1% 1.84 1.7% 99% True False 13,264
20 109.30 99.72 9.58 8.9% 2.30 2.1% 88% False False 16,331
40 109.30 94.50 14.80 13.7% 2.29 2.1% 92% False False 16,907
60 109.30 91.94 17.36 16.0% 2.01 1.9% 94% False False 14,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116.59
2.618 113.39
1.618 111.43
1.000 110.22
0.618 109.47
HIGH 108.26
0.618 107.51
0.500 107.28
0.382 107.05
LOW 106.30
0.618 105.09
1.000 104.34
1.618 103.13
2.618 101.17
4.250 97.97
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 107.88 107.60
PP 107.58 107.01
S1 107.28 106.43

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

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