NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 105.89 105.76 -0.13 -0.1% 102.96
High 105.91 105.76 -0.15 -0.1% 105.91
Low 102.86 104.57 1.71 1.7% 99.41
Close 103.60 105.00 1.40 1.4% 103.60
Range 3.05 1.19 -1.86 -61.0% 6.50
ATR 2.54 2.51 -0.03 -1.1% 0.00
Volume 4,136 11,029 6,893 166.7% 29,120
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 108.68 108.03 105.65
R3 107.49 106.84 105.33
R2 106.30 106.30 105.22
R1 105.65 105.65 105.11 105.38
PP 105.11 105.11 105.11 104.98
S1 104.46 104.46 104.89 104.19
S2 103.92 103.92 104.78
S3 102.73 103.27 104.67
S4 101.54 102.08 104.35
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 122.47 119.54 107.18
R3 115.97 113.04 105.39
R2 109.47 109.47 104.79
R1 106.54 106.54 104.20 108.01
PP 102.97 102.97 102.97 103.71
S1 100.04 100.04 103.00 101.51
S2 96.47 96.47 102.41
S3 89.97 93.54 101.81
S4 83.47 87.04 100.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.91 99.41 6.50 6.2% 3.08 2.9% 86% False False 6,488
10 108.15 99.41 8.74 8.3% 2.75 2.6% 64% False False 7,756
20 109.16 97.14 12.02 11.4% 2.75 2.6% 65% False False 9,698
40 109.16 92.69 16.47 15.7% 2.09 2.0% 75% False False 9,539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 110.82
2.618 108.88
1.618 107.69
1.000 106.95
0.618 106.50
HIGH 105.76
0.618 105.31
0.500 105.17
0.382 105.02
LOW 104.57
0.618 103.83
1.000 103.38
1.618 102.64
2.618 101.45
4.250 99.51
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 105.17 104.43
PP 105.11 103.85
S1 105.06 103.28

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

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