NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 107.19 105.60 -1.59 -1.5% 105.79
High 107.19 106.35 -0.84 -0.8% 107.52
Low 105.80 104.55 -1.25 -1.2% 104.42
Close 105.87 106.48 0.61 0.6% 107.02
Range 1.39 1.80 0.41 29.5% 3.10
ATR 2.07 2.05 -0.02 -0.9% 0.00
Volume 6,133 6,333 200 3.3% 39,595
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.19 110.64 107.47
R3 109.39 108.84 106.98
R2 107.59 107.59 106.81
R1 107.04 107.04 106.65 107.32
PP 105.79 105.79 105.79 105.93
S1 105.24 105.24 106.32 105.52
S2 103.99 103.99 106.15
S3 102.19 103.44 105.99
S4 100.39 101.64 105.49
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
5 107.52 104.55 2.97 2.8% 1.16 1.1% 65% False True 7,674
10 107.52 99.35 8.17 7.7% 1.87 1.8% 87% False False 6,915
20 109.11 99.35 9.76 9.2% 2.05 1.9% 73% False False 7,837
40 109.11 95.74 13.37 12.6% 1.94 1.8% 80% False False 8,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.00
2.618 111.06
1.618 109.26
1.000 108.15
0.618 107.46
HIGH 106.35
0.618 105.66
0.500 105.45
0.382 105.24
LOW 104.55
0.618 103.44
1.000 102.75
1.618 101.64
2.618 99.84
4.250 96.90
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 106.14 106.28
PP 105.79 106.08
S1 105.45 105.88

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

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