NYMEX Light Sweet Crude Oil Future June 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 103.44 103.42 -0.02 0.0% 102.18
High 105.18 104.85 -0.33 -0.3% 105.18
Low 101.60 103.26 1.66 1.6% 97.61
Close 102.44 103.72 1.28 1.2% 102.44
Range 3.58 1.59 -1.99 -55.6% 7.57
ATR 3.29 3.23 -0.06 -1.9% 0.00
Volume 66,072 53,015 -13,057 -19.8% 345,141
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 108.71 107.81 104.59
R3 107.12 106.22 104.16
R2 105.53 105.53 104.01
R1 104.63 104.63 103.87 105.08
PP 103.94 103.94 103.94 104.17
S1 103.04 103.04 103.57 103.49
S2 102.35 102.35 103.43
S3 100.76 101.45 103.28
S4 99.17 99.86 102.85
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.45 121.02 106.60
R3 116.88 113.45 104.52
R2 109.31 109.31 103.83
R1 105.88 105.88 103.13 107.60
PP 101.74 101.74 101.74 102.60
S1 98.31 98.31 101.75 100.03
S2 94.17 94.17 101.05
S3 86.60 90.74 100.36
S4 79.03 83.17 98.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.18 97.61 7.57 7.3% 3.79 3.7% 81% False False 69,139
10 107.63 97.61 10.02 9.7% 3.43 3.3% 61% False False 76,636
20 108.80 93.75 15.05 14.5% 3.76 3.6% 66% False False 81,316
40 108.80 90.50 18.30 17.6% 2.80 2.7% 72% False False 83,931
60 108.80 90.50 18.30 17.6% 2.44 2.3% 72% False False 70,920
80 108.80 83.20 25.60 24.7% 2.24 2.2% 80% False False 61,140
100 108.80 82.46 26.34 25.4% 2.11 2.0% 81% False False 53,043
120 108.80 80.91 27.89 26.9% 2.07 2.0% 82% False False 47,792
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 0.84
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 111.61
2.618 109.01
1.618 107.42
1.000 106.44
0.618 105.83
HIGH 104.85
0.618 104.24
0.500 104.06
0.382 103.87
LOW 103.26
0.618 102.28
1.000 101.67
1.618 100.69
2.618 99.10
4.250 96.50
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 104.06 103.06
PP 103.94 102.40
S1 103.83 101.74

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

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