NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 101.78 102.12 0.34 0.3% 100.31
High 103.66 103.35 -0.31 -0.3% 103.66
Low 100.14 101.66 1.52 1.5% 96.22
Close 101.07 102.33 1.26 1.2% 101.07
Range 3.52 1.69 -1.83 -52.0% 7.44
ATR 3.47 3.38 -0.08 -2.4% 0.00
Volume 203,398 69,973 -133,425 -65.6% 1,394,766
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 107.52 106.61 103.26
R3 105.83 104.92 102.79
R2 104.14 104.14 102.64
R1 103.23 103.23 102.48 103.69
PP 102.45 102.45 102.45 102.67
S1 101.54 101.54 102.18 102.00
S2 100.76 100.76 102.02
S3 99.07 99.85 101.87
S4 97.38 98.16 101.40
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 7.3% 3.83 3.7% 82% False False 239,969
10 105.92 96.22 9.70 9.5% 3.52 3.4% 63% False False 287,722
20 106.95 89.77 17.18 16.8% 3.97 3.9% 73% False False 307,512
40 106.95 87.09 19.86 19.4% 3.07 3.0% 77% False False 253,149
60 106.95 87.09 19.86 19.4% 2.64 2.6% 77% False False 193,068
80 106.95 82.75 24.20 23.6% 2.41 2.4% 81% False False 151,510
100 106.95 81.81 25.14 24.6% 2.24 2.2% 82% False False 123,845
120 106.95 80.28 26.67 26.1% 2.14 2.1% 83% False False 104,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.90
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 110.53
2.618 107.77
1.618 106.08
1.000 105.04
0.618 104.39
HIGH 103.35
0.618 102.70
0.500 102.51
0.382 102.31
LOW 101.66
0.618 100.62
1.000 99.97
1.618 98.93
2.618 97.24
4.250 94.48
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 102.51 101.60
PP 102.45 100.86
S1 102.39 100.13

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

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