NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 10-Mar-2011

Day Change Summary
	Previous	Current
	09-Mar-2011	10-Mar-2011	Change	Change %	Previous Week
Open	106.47	108.08	1.61	1.5%	102.86
High	107.90	108.15	0.25	0.2%	106.83
Low	106.47	104.44	-2.03	-1.9%	100.84
Close	107.41	105.56	-1.85	-1.7%	106.65
Range	1.43	3.71	2.28	159.4%	5.99
ATR	2.03	2.15	0.12	5.9%	0.00
Volume	10,989	9,051	-1,938	-17.6%	44,654

Daily Pivots for day following 10-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	117.18	115.08	107.60
R3	113.47	111.37	106.58
R2	109.76	109.76	106.24
R1	107.66	107.66	105.90	106.86
PP	106.05	106.05	106.05	105.65
S1	103.95	103.95	105.22	103.15
S2	102.34	102.34	104.88
S3	98.63	100.24	104.54
S4	94.92	96.53	103.52

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	104.44	4.72	4.5%	2.27	2.2%	24%	False	True	9,971
10	109.16	100.42	8.74	8.3%	2.05	1.9%	59%	False	False	10,267
20	109.16	95.00	14.16	13.4%	2.21	2.1%	75%	False	False	10,592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	123.92
2.618	117.86
1.618	114.15
1.000	111.86
0.618	110.44
HIGH	108.15
0.618	106.73
0.500	106.30
0.382	105.86
LOW	104.44
0.618	102.15
1.000	100.73
1.618	98.44
2.618	94.73
4.250	88.67

Fisher Pivots for day following 10-Mar-2011
Pivot	1 day	3 day
R1	106.30	106.30
PP	106.05	106.05
S1	105.81	105.81

Download as Excel Spreadsheet

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

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