NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 97.40 98.10 0.70 0.7% 104.65
High 99.60 101.99 2.39 2.4% 106.95
Low 96.22 96.60 0.38 0.4% 99.01
Close 97.98 101.42 3.44 3.5% 101.16
Range 3.38 5.39 2.01 59.5% 7.94
ATR 3.31 3.46 0.15 4.5% 0.00
Volume 331,072 231,661 -99,411 -30.0% 1,783,961
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 116.17 114.19 104.38
R3 110.78 108.80 102.90
R2 105.39 105.39 102.41
R1 103.41 103.41 101.91 104.40
PP 100.00 100.00 100.00 100.50
S1 98.02 98.02 100.93 99.01
S2 94.61 94.61 100.43
S3 89.22 92.63 99.94
S4 83.83 87.24 98.46
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
5 103.00 96.22 6.78 6.7% 4.21 4.2% 77% False False 300,254
10 106.95 96.22 10.73 10.6% 3.61 3.6% 48% False False 332,153
20 106.95 87.35 19.60 19.3% 3.93 3.9% 72% False False 326,232
40 106.95 87.09 19.86 19.6% 3.04 3.0% 72% False False 252,772
60 106.95 87.09 19.86 19.6% 2.59 2.5% 72% False False 189,716
80 106.95 81.81 25.14 24.8% 2.39 2.4% 78% False False 148,366
100 106.95 81.81 25.14 24.8% 2.21 2.2% 78% False False 121,252
120 106.95 79.25 27.70 27.3% 2.11 2.1% 80% False False 102,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 124.90
2.618 116.10
1.618 110.71
1.000 107.38
0.618 105.32
HIGH 101.99
0.618 99.93
0.500 99.30
0.382 98.66
LOW 96.60
0.618 93.27
1.000 91.21
1.618 87.88
2.618 82.49
4.250 73.69
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 100.71 100.65
PP 100.00 99.88
S1 99.30 99.11

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

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