NYMEX Light Sweet Crude Oil Future June 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 103.42 103.72 0.30 0.3% 102.18
High 104.85 105.71 0.86 0.8% 105.18
Low 103.26 102.74 -0.52 -0.5% 97.61
Close 103.72 105.52 1.80 1.7% 102.44
Range 1.59 2.97 1.38 86.8% 7.57
ATR 3.23 3.21 -0.02 -0.6% 0.00
Volume 53,015 70,016 17,001 32.1% 345,141
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 113.57 112.51 107.15
R3 110.60 109.54 106.34
R2 107.63 107.63 106.06
R1 106.57 106.57 105.79 107.10
PP 104.66 104.66 104.66 104.92
S1 103.60 103.60 105.25 104.13
S2 101.69 101.69 104.98
S3 98.72 100.63 104.70
S4 95.75 97.66 103.89
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
5 105.71 97.61 8.10 7.7% 3.39 3.2% 98% True False 64,311
10 107.32 97.61 9.71 9.2% 3.49 3.3% 81% False False 72,914
20 108.80 97.24 11.56 11.0% 3.56 3.4% 72% False False 84,816
40 108.80 90.50 18.30 17.3% 2.83 2.7% 82% False False 83,956
60 108.80 90.50 18.30 17.3% 2.46 2.3% 82% False False 71,606
80 108.80 84.81 23.99 22.7% 2.23 2.1% 86% False False 61,707
100 108.80 82.46 26.34 25.0% 2.12 2.0% 88% False False 53,654
120 108.80 82.46 26.34 25.0% 2.08 2.0% 88% False False 48,211
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 0.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.33
2.618 113.49
1.618 110.52
1.000 108.68
0.618 107.55
HIGH 105.71
0.618 104.58
0.500 104.23
0.382 103.87
LOW 102.74
0.618 100.90
1.000 99.77
1.618 97.93
2.618 94.96
4.250 90.12
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 105.09 104.90
PP 104.66 104.28
S1 104.23 103.66

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

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