NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 102.18 103.26 1.08 1.1% 106.24
High 103.38 103.28 -0.10 -0.1% 108.80
Low 100.47 98.30 -2.17 -2.2% 100.90
Close 102.79 98.58 -4.21 -4.1% 102.95
Range 2.91 4.98 2.07 71.1% 7.90
ATR 2.93 3.08 0.15 5.0% 0.00
Volume 52,457 94,158 41,701 79.5% 463,824
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 114.99 111.77 101.32
R3 110.01 106.79 99.95
R2 105.03 105.03 99.49
R1 101.81 101.81 99.04 100.93
PP 100.05 100.05 100.05 99.62
S1 96.83 96.83 98.12 95.95
S2 95.07 95.07 97.67
S3 90.09 91.85 97.21
S4 85.11 86.87 95.84
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.92 123.33 107.30
R3 120.02 115.43 105.12
R2 112.12 112.12 104.40
R1 107.53 107.53 103.67 105.88
PP 104.22 104.22 104.22 103.39
S1 99.63 99.63 102.23 97.98
S2 96.32 96.32 101.50
S3 88.42 91.73 100.78
S4 80.52 83.83 98.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.32 98.30 9.02 9.1% 3.58 3.6% 3% False True 81,517
10 108.80 98.30 10.50 10.7% 3.19 3.2% 3% False True 89,139
20 108.80 91.97 16.83 17.1% 3.44 3.5% 39% False False 87,577
40 108.80 90.50 18.30 18.6% 2.61 2.6% 44% False False 83,251
60 108.80 90.04 18.76 19.0% 2.28 2.3% 46% False False 68,672
80 108.80 82.46 26.34 26.7% 2.15 2.2% 61% False False 59,163
100 108.80 82.46 26.34 26.7% 2.03 2.1% 61% False False 51,168
120 108.80 79.39 29.41 29.8% 2.00 2.0% 65% False False 46,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124.45
2.618 116.32
1.618 111.34
1.000 108.26
0.618 106.36
HIGH 103.28
0.618 101.38
0.500 100.79
0.382 100.20
LOW 98.30
0.618 95.22
1.000 93.32
1.618 90.24
2.618 85.26
4.250 77.14
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 100.79 101.52
PP 100.05 100.54
S1 99.32 99.56

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

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