NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 106.46 107.01 0.55 0.5% 105.79
High 106.46 108.43 1.97 1.9% 107.52
Low 105.75 107.01 1.26 1.2% 104.42
Close 106.32 108.35 2.03 1.9% 107.02
Range 0.71 1.42 0.71 100.0% 3.10
ATR 1.95 1.96 0.01 0.6% 0.00
Volume 6,135 18,142 12,007 195.7% 39,595
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 112.19 111.69 109.13
R3 110.77 110.27 108.74
R2 109.35 109.35 108.61
R1 108.85 108.85 108.48 109.10
PP 107.93 107.93 107.93 108.06
S1 107.43 107.43 108.22 107.68
S2 106.51 106.51 108.09
S3 105.09 106.01 107.96
S4 103.67 104.59 107.57
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
5 108.43 104.55 3.88 3.6% 1.15 1.1% 98% True False 9,795
10 108.43 102.87 5.56 5.1% 1.45 1.3% 99% True False 7,962
20 109.11 99.35 9.76 9.0% 1.98 1.8% 92% False False 8,025
40 109.11 95.74 13.37 12.3% 1.95 1.8% 94% False False 8,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.47
2.618 112.15
1.618 110.73
1.000 109.85
0.618 109.31
HIGH 108.43
0.618 107.89
0.500 107.72
0.382 107.55
LOW 107.01
0.618 106.13
1.000 105.59
1.618 104.71
2.618 103.29
4.250 100.98
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 108.14 107.73
PP 107.93 107.11
S1 107.72 106.49

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

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