NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 102.25 103.67 1.42 1.4% 92.43
High 103.94 104.25 0.31 0.3% 104.95
Low 100.96 101.36 0.40 0.4% 92.29
Close 103.48 103.09 -0.39 -0.4% 99.36
Range 2.98 2.89 -0.09 -3.0% 12.66
ATR 2.95 2.94 0.00 -0.1% 0.00
Volume 151,657 118,397 -33,260 -21.9% 387,472
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.57 110.22 104.68
R3 108.68 107.33 103.88
R2 105.79 105.79 103.62
R1 104.44 104.44 103.35 103.67
PP 102.90 102.90 102.90 102.52
S1 101.55 101.55 102.83 100.78
S2 100.01 100.01 102.56
S3 97.12 98.66 102.30
S4 94.23 95.77 101.50
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 136.85 130.76 106.32
R3 124.19 118.10 102.84
R2 111.53 111.53 101.68
R1 105.44 105.44 100.52 108.49
PP 98.87 98.87 98.87 100.39
S1 92.78 92.78 98.20 95.83
S2 86.21 86.21 97.04
S3 73.55 80.12 95.88
S4 60.89 67.46 92.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.25 97.66 6.59 6.4% 3.24 3.1% 82% True False 106,892
10 104.95 90.39 14.56 14.1% 3.99 3.9% 87% False False 111,964
20 104.95 90.27 14.68 14.2% 2.92 2.8% 87% False False 108,910
40 104.95 89.40 15.55 15.1% 2.41 2.3% 88% False False 91,919
60 104.95 88.68 16.27 15.8% 2.10 2.0% 89% False False 67,256
80 104.95 82.22 22.73 22.0% 1.98 1.9% 92% False False 53,157
100 104.95 82.22 22.73 22.0% 1.84 1.8% 92% False False 43,849
120 104.95 79.39 25.56 24.8% 1.69 1.6% 93% False False 37,631
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.90
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 116.53
2.618 111.82
1.618 108.93
1.000 107.14
0.618 106.04
HIGH 104.25
0.618 103.15
0.500 102.81
0.382 102.46
LOW 101.36
0.618 99.57
1.000 98.47
1.618 96.68
2.618 93.79
4.250 89.08
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 103.00 102.45
PP 102.90 101.80
S1 102.81 101.16

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

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