NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 105.39 106.88 1.49 1.4% 102.86
High 106.83 109.16 2.33 2.2% 106.83
Low 105.39 106.33 0.94 0.9% 100.84
Close 106.65 107.78 1.13 1.1% 106.65
Range 1.44 2.83 1.39 96.5% 5.99
ATR 2.02 2.08 0.06 2.9% 0.00
Volume 8,358 12,213 3,855 46.1% 44,654
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 116.25 114.84 109.34
R3 113.42 112.01 108.56
R2 110.59 110.59 108.30
R1 109.18 109.18 108.04 109.89
PP 107.76 107.76 107.76 108.11
S1 106.35 106.35 107.52 107.06
S2 104.93 104.93 107.26
S3 102.10 103.52 107.00
S4 99.27 100.69 106.22
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 122.74 120.69 109.94
R3 116.75 114.70 108.30
R2 110.76 110.76 107.75
R1 108.71 108.71 107.20 109.74
PP 104.77 104.77 104.77 105.29
S1 102.72 102.72 106.10 103.75
S2 98.78 98.78 105.55
S3 92.79 96.73 105.00
S4 86.80 90.74 103.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.16 101.64 7.52 7.0% 1.85 1.7% 82% True False 9,890
10 109.16 97.14 12.02 11.2% 2.74 2.5% 89% True False 11,641
20 109.16 95.00 14.16 13.1% 2.03 1.9% 90% True False 10,515
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 0.41
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121.19
2.618 116.57
1.618 113.74
1.000 111.99
0.618 110.91
HIGH 109.16
0.618 108.08
0.500 107.75
0.382 107.41
LOW 106.33
0.618 104.58
1.000 103.50
1.618 101.75
2.618 98.92
4.250 94.30
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 107.77 107.33
PP 107.76 106.89
S1 107.75 106.44

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

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