NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	104.94	105.87	0.93	0.9%	103.09
High	105.21	106.77	1.56	1.5%	106.77
Low	103.49	105.61	2.12	2.0%	101.01
Close	105.11	106.62	1.51	1.4%	106.62
Range	1.72	1.16	-0.56	-32.6%	5.76
ATR	2.02	1.99	-0.03	-1.3%	0.00
Volume	10,724	8,282	-2,442	-22.8%	46,063

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.81	109.38	107.26
R3	108.65	108.22	106.94
R2	107.49	107.49	106.83
R1	107.06	107.06	106.73	107.28
PP	106.33	106.33	106.33	106.44
S1	105.90	105.90	106.51	106.12
S2	105.17	105.17	106.41
S3	104.01	104.74	106.30
S4	102.85	103.58	105.98

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.08	120.11	109.79
R3	116.32	114.35	108.20
R2	110.56	110.56	107.68
R1	108.59	108.59	107.15	109.58
PP	104.80	104.80	104.80	105.29
S1	102.83	102.83	106.09	103.82
S2	99.04	99.04	105.56
S3	93.28	97.07	105.04
S4	87.52	91.31	103.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.77	101.01	5.76	5.4%	1.74	1.6%	97%	True	False	9,212
10	106.77	95.86	10.91	10.2%	2.53	2.4%	99%	True	False	11,697
20	106.77	95.74	11.03	10.3%	1.92	1.8%	99%	True	False	9,028

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.33
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	111.70
2.618	109.81
1.618	108.65
1.000	107.93
0.618	107.49
HIGH	106.77
0.618	106.33
0.500	106.19
0.382	106.05
LOW	105.61
0.618	104.89
1.000	104.45
1.618	103.73
2.618	102.57
4.250	100.68

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	106.48	106.12
PP	106.33	105.63
S1	106.19	105.13

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols