NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 106.57 106.84 0.27 0.3% 105.79
High 107.31 107.20 -0.11 -0.1% 107.52
Low 106.24 106.78 0.54 0.5% 104.42
Close 107.01 107.02 0.01 0.0% 107.02
Range 1.07 0.42 -0.65 -60.7% 3.10
ATR 2.25 2.12 -0.13 -5.8% 0.00
Volume 9,072 12,235 3,163 34.9% 39,595
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 108.26 108.06 107.25
R3 107.84 107.64 107.14
R2 107.42 107.42 107.10
R1 107.22 107.22 107.06 107.32
PP 107.00 107.00 107.00 107.05
S1 106.80 106.80 106.98 106.90
S2 106.58 106.58 106.94
S3 106.16 106.38 106.90
S4 105.74 105.96 106.79
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 115.62 114.42 108.73
R3 112.52 111.32 107.87
R2 109.42 109.42 107.59
R1 108.22 108.22 107.30 108.82
PP 106.32 106.32 106.32 106.62
S1 105.12 105.12 106.74 105.72
S2 103.22 103.22 106.45
S3 100.12 102.02 106.17
S4 97.02 98.92 105.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.52 104.42 3.10 2.9% 1.24 1.2% 84% False False 7,919
10 107.52 99.35 8.17 7.6% 2.17 2.0% 94% False False 6,678
20 109.11 99.35 9.76 9.1% 2.09 2.0% 79% False False 8,076
40 109.11 94.96 14.15 13.2% 1.96 1.8% 85% False False 8,683
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 108.99
2.618 108.30
1.618 107.88
1.000 107.62
0.618 107.46
HIGH 107.20
0.618 107.04
0.500 106.99
0.382 106.94
LOW 106.78
0.618 106.52
1.000 106.36
1.618 106.10
2.618 105.68
4.250 105.00
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 107.01 106.97
PP 107.00 106.93
S1 106.99 106.88

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

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