NYMEX Light Sweet Crude Oil Future April 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 98.10 101.78 3.68 3.8% 100.31
High 101.99 103.66 1.67 1.6% 103.66
Low 96.60 100.14 3.54 3.7% 96.22
Close 101.42 101.07 -0.35 -0.3% 101.07
Range 5.39 3.52 -1.87 -34.7% 7.44
ATR 3.46 3.47 0.00 0.1% 0.00
Volume 231,661 203,398 -28,263 -12.2% 1,394,766
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 112.18 110.15 103.01
R3 108.66 106.63 102.04
R2 105.14 105.14 101.72
R1 103.11 103.11 101.39 102.37
PP 101.62 101.62 101.62 101.25
S1 99.59 99.59 100.75 98.85
S2 98.10 98.10 100.42
S3 94.58 96.07 100.10
S4 91.06 92.55 99.13
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 122.64 119.29 105.16
R3 115.20 111.85 103.12
R2 107.76 107.76 102.43
R1 104.41 104.41 101.75 106.09
PP 100.32 100.32 100.32 101.15
S1 96.97 96.97 100.39 98.65
S2 92.88 92.88 99.71
S3 85.44 89.53 99.02
S4 78.00 82.09 96.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.66 96.22 7.44 7.4% 4.12 4.1% 65% True False 278,953
10 106.95 96.22 10.73 10.6% 3.62 3.6% 45% False False 317,872
20 106.95 88.43 18.52 18.3% 4.01 4.0% 68% False False 321,530
40 106.95 87.09 19.86 19.6% 3.06 3.0% 70% False False 255,575
60 106.95 87.09 19.86 19.6% 2.63 2.6% 70% False False 192,423
80 106.95 81.81 25.14 24.9% 2.41 2.4% 77% False False 150,747
100 106.95 81.81 25.14 24.9% 2.23 2.2% 77% False False 123,229
120 106.95 79.79 27.16 26.9% 2.13 2.1% 78% False False 104,362
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 0.89
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.62
2.618 112.88
1.618 109.36
1.000 107.18
0.618 105.84
HIGH 103.66
0.618 102.32
0.500 101.90
0.382 101.48
LOW 100.14
0.618 97.96
1.000 96.62
1.618 94.44
2.618 90.92
4.250 85.18
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 101.90 100.69
PP 101.62 100.32
S1 101.35 99.94

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

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