NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 103.82 101.64 -2.18 -2.1% 105.71
High 104.08 102.84 -1.24 -1.2% 108.25
Low 100.15 99.77 -0.38 -0.4% 100.15
Close 102.35 102.19 -0.16 -0.2% 102.35
Range 3.93 3.07 -0.86 -21.9% 8.10
ATR 3.03 3.04 0.00 0.1% 0.00
Volume 141,195 112,428 -28,767 -20.4% 770,850
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 110.81 109.57 103.88
R3 107.74 106.50 103.03
R2 104.67 104.67 102.75
R1 103.43 103.43 102.47 104.05
PP 101.60 101.60 101.60 101.91
S1 100.36 100.36 101.91 100.98
S2 98.53 98.53 101.63
S3 95.46 97.29 101.35
S4 92.39 94.22 100.50
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.88 123.22 106.81
R3 119.78 115.12 104.58
R2 111.68 111.68 103.84
R1 107.02 107.02 103.09 105.30
PP 103.58 103.58 103.58 102.73
S1 98.92 98.92 101.61 97.20
S2 95.48 95.48 100.87
S3 87.38 90.82 100.12
S4 79.28 82.72 97.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.08 99.77 7.31 7.2% 3.13 3.1% 33% False True 148,385
10 108.25 98.07 10.18 10.0% 3.22 3.2% 40% False False 137,223
20 108.25 90.27 17.98 17.6% 3.39 3.3% 66% False False 123,585
40 108.25 89.40 18.85 18.4% 2.62 2.6% 68% False False 106,905
60 108.25 89.40 18.85 18.4% 2.28 2.2% 68% False False 81,918
80 108.25 82.22 26.03 25.5% 2.13 2.1% 77% False False 64,763
100 108.25 82.22 26.03 25.5% 1.96 1.9% 77% False False 53,540
120 108.25 79.39 28.86 28.2% 1.84 1.8% 79% False False 45,633
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 0.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.89
2.618 110.88
1.618 107.81
1.000 105.91
0.618 104.74
HIGH 102.84
0.618 101.67
0.500 101.31
0.382 100.94
LOW 99.77
0.618 97.87
1.000 96.70
1.618 94.80
2.618 91.73
4.250 86.72
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 101.90 103.10
PP 101.60 102.79
S1 101.31 102.49

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

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