NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 101.86 97.40 -4.46 -4.4% 104.65
High 101.87 99.60 -2.27 -2.2% 106.95
Low 96.71 96.22 -0.49 -0.5% 99.01
Close 97.18 97.98 0.80 0.8% 101.16
Range 5.16 3.38 -1.78 -34.5% 7.94
ATR 3.31 3.31 0.01 0.2% 0.00
Volume 363,743 331,072 -32,671 -9.0% 1,783,961
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 108.07 106.41 99.84
R3 104.69 103.03 98.91
R2 101.31 101.31 98.60
R1 99.65 99.65 98.29 100.48
PP 97.93 97.93 97.93 98.35
S1 96.27 96.27 97.67 97.10
S2 94.55 94.55 97.36
S3 91.17 92.89 97.05
S4 87.79 89.51 96.12
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
5 105.06 96.22 8.84 9.0% 4.02 4.1% 20% False True 333,597
10 106.95 96.22 10.73 11.0% 3.35 3.4% 16% False True 345,169
20 106.95 87.09 19.86 20.3% 3.74 3.8% 55% False False 326,446
40 106.95 87.09 19.86 20.3% 2.94 3.0% 55% False False 248,762
60 106.95 87.09 19.86 20.3% 2.52 2.6% 55% False False 186,553
80 106.95 81.81 25.14 25.7% 2.35 2.4% 64% False False 145,605
100 106.95 81.81 25.14 25.7% 2.17 2.2% 64% False False 119,048
120 106.95 79.25 27.70 28.3% 2.08 2.1% 68% False False 100,883
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.97
2.618 108.45
1.618 105.07
1.000 102.98
0.618 101.69
HIGH 99.60
0.618 98.31
0.500 97.91
0.382 97.51
LOW 96.22
0.618 94.13
1.000 92.84
1.618 90.75
2.618 87.37
4.250 81.86
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 97.96 99.05
PP 97.93 98.69
S1 97.91 98.34

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

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