NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 102.12 102.10 -0.02 0.0% 100.31
High 103.35 104.54 1.19 1.2% 103.66
Low 101.66 101.43 -0.23 -0.2% 96.22
Close 102.33 104.00 1.67 1.6% 101.07
Range 1.69 3.11 1.42 84.0% 7.44
ATR 3.38 3.36 -0.02 -0.6% 0.00
Volume 69,973 26,149 -43,824 -62.6% 1,394,766
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 112.65 111.44 105.71
R3 109.54 108.33 104.86
R2 106.43 106.43 104.57
R1 105.22 105.22 104.29 105.83
PP 103.32 103.32 103.32 103.63
S1 102.11 102.11 103.71 102.72
S2 100.21 100.21 103.43
S3 97.10 99.00 103.14
S4 93.99 95.89 102.29
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
5 104.54 96.22 8.32 8.0% 3.42 3.3% 94% True False 172,450
10 105.92 96.22 9.70 9.3% 3.58 3.4% 80% False False 251,793
20 106.95 95.14 11.81 11.4% 3.69 3.5% 75% False False 308,820
40 106.95 87.09 19.86 19.1% 3.09 3.0% 85% False False 251,180
60 106.95 87.09 19.86 19.1% 2.68 2.6% 85% False False 193,004
80 106.95 84.25 22.70 21.8% 2.42 2.3% 87% False False 151,601
100 106.95 81.81 25.14 24.2% 2.25 2.2% 88% False False 123,985
120 106.95 81.81 25.14 24.2% 2.15 2.1% 88% False False 105,024
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.76
2.618 112.68
1.618 109.57
1.000 107.65
0.618 106.46
HIGH 104.54
0.618 103.35
0.500 102.99
0.382 102.62
LOW 101.43
0.618 99.51
1.000 98.32
1.618 96.40
2.618 93.29
4.250 88.21
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 103.66 103.45
PP 103.32 102.89
S1 102.99 102.34

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

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