NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 105.80 104.07 -1.73 -1.6% 106.75
High 105.80 104.43 -1.37 -1.3% 109.10
Low 102.15 102.21 0.06 0.1% 102.15
Close 104.30 104.26 -0.04 0.0% 104.30
Range 3.65 2.22 -1.43 -39.2% 6.95
ATR 2.60 2.58 -0.03 -1.1% 0.00
Volume 56,143 42,292 -13,851 -24.7% 328,357
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 110.29 109.50 105.48
R3 108.07 107.28 104.87
R2 105.85 105.85 104.67
R1 105.06 105.06 104.46 105.46
PP 103.63 103.63 103.63 103.83
S1 102.84 102.84 104.06 103.24
S2 101.41 101.41 103.85
S3 99.19 100.62 103.65
S4 96.97 98.40 103.04
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 126.03 122.12 108.12
R3 119.08 115.17 106.21
R2 112.13 112.13 105.57
R1 108.22 108.22 104.94 106.70
PP 105.18 105.18 105.18 104.43
S1 101.27 101.27 103.66 99.75
S2 98.23 98.23 103.03
S3 91.28 94.32 102.39
S4 84.33 87.37 100.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.25 102.15 6.10 5.9% 2.88 2.8% 35% False False 59,544
10 109.10 101.01 8.09 7.8% 2.66 2.6% 40% False False 60,221
20 109.10 95.75 13.35 12.8% 2.79 2.7% 64% False False 65,841
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.87
2.618 110.24
1.618 108.02
1.000 106.65
0.618 105.80
HIGH 104.43
0.618 103.58
0.500 103.32
0.382 103.06
LOW 102.21
0.618 100.84
1.000 99.99
1.618 98.62
2.618 96.40
4.250 92.78
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 103.95 105.20
PP 103.63 104.89
S1 103.32 104.57

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

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