NYMEX Light Sweet Crude Oil Future April 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 102.64 100.31 -2.33 -2.3% 104.65
High 103.00 101.60 -1.40 -1.4% 106.95
Low 99.01 98.47 -0.54 -0.5% 99.01
Close 101.16 101.19 0.03 0.0% 101.16
Range 3.99 3.13 -0.86 -21.6% 7.94
ATR 3.17 3.17 0.00 -0.1% 0.00
Volume 309,906 264,892 -45,014 -14.5% 1,783,961
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.81 108.63 102.91
R3 106.68 105.50 102.05
R2 103.55 103.55 101.76
R1 102.37 102.37 101.48 102.96
PP 100.42 100.42 100.42 100.72
S1 99.24 99.24 100.90 99.83
S2 97.29 97.29 100.62
S3 94.16 96.11 100.33
S4 91.03 92.98 99.47
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 126.19 121.62 105.53
R3 118.25 113.68 103.34
R2 110.31 110.31 102.62
R1 105.74 105.74 101.89 104.06
PP 102.37 102.37 102.37 101.53
S1 97.80 97.80 100.43 96.12
S2 94.43 94.43 99.70
S3 86.49 89.86 98.98
S4 78.55 81.92 96.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.92 98.47 7.45 7.4% 3.21 3.2% 37% False True 335,476
10 106.95 96.37 10.58 10.5% 3.25 3.2% 46% False False 347,613
20 106.95 87.09 19.86 19.6% 3.53 3.5% 71% False False 315,070
40 106.95 87.09 19.86 19.6% 2.79 2.8% 71% False False 237,566
60 106.95 87.09 19.86 19.6% 2.42 2.4% 71% False False 176,124
80 106.95 81.81 25.14 24.8% 2.29 2.3% 77% False False 137,311
100 106.95 81.81 25.14 24.8% 2.12 2.1% 77% False False 112,307
120 106.95 78.63 28.32 28.0% 2.03 2.0% 80% False False 95,225
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 False
Stretch 0.71
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.90
2.618 109.79
1.618 106.66
1.000 104.73
0.618 103.53
HIGH 101.60
0.618 100.40
0.500 100.04
0.382 99.67
LOW 98.47
0.618 96.54
1.000 95.34
1.618 93.41
2.618 90.28
4.250 85.17
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 100.81 101.77
PP 100.42 101.57
S1 100.04 101.38

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

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