NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 100.21 105.00 4.79 4.8% 104.07
High 104.93 106.33 1.40 1.3% 106.33
Low 99.80 102.90 3.10 3.1% 99.07
Close 104.35 103.74 -0.61 -0.6% 103.74
Range 5.13 3.43 -1.70 -33.1% 7.26
ATR 2.94 2.98 0.03 1.2% 0.00
Volume 44,934 31,685 -13,249 -29.5% 199,209
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 114.61 112.61 105.63
R3 111.18 109.18 104.68
R2 107.75 107.75 104.37
R1 105.75 105.75 104.05 105.04
PP 104.32 104.32 104.32 103.97
S1 102.32 102.32 103.43 101.61
S2 100.89 100.89 103.11
S3 97.46 98.89 102.80
S4 94.03 95.46 101.85
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.83 121.54 107.73
R3 117.57 114.28 105.74
R2 110.31 110.31 105.07
R1 107.02 107.02 104.41 105.04
PP 103.05 103.05 103.05 102.05
S1 99.76 99.76 103.07 97.78
S2 95.79 95.79 102.41
S3 88.53 92.50 101.74
S4 81.27 85.24 99.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.33 99.07 7.26 7.0% 3.77 3.6% 64% True False 39,841
10 109.10 99.07 10.03 9.7% 3.36 3.2% 47% False False 52,756
20 109.10 95.97 13.13 12.7% 3.25 3.1% 59% False False 64,141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.91
2.618 115.31
1.618 111.88
1.000 109.76
0.618 108.45
HIGH 106.33
0.618 105.02
0.500 104.62
0.382 104.21
LOW 102.90
0.618 100.78
1.000 99.47
1.618 97.35
2.618 93.92
4.250 88.32
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 104.62 103.39
PP 104.32 103.05
S1 104.03 102.70

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

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