NYMEX Light Sweet Crude Oil Future July 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 103.80 103.75 -0.05 0.0% 102.74
High 105.64 105.31 -0.33 -0.3% 105.64
Low 102.12 103.75 1.63 1.6% 98.20
Close 102.95 104.28 1.33 1.3% 102.95
Range 3.52 1.56 -1.96 -55.7% 7.44
ATR 3.10 3.04 -0.05 -1.7% 0.00
Volume 20,690 20,348 -342 -1.7% 127,038
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.13 108.26 105.14
R3 107.57 106.70 104.71
R2 106.01 106.01 104.57
R1 105.14 105.14 104.42 105.58
PP 104.45 104.45 104.45 104.66
S1 103.58 103.58 104.14 104.02
S2 102.89 102.89 103.99
S3 101.33 102.02 103.85
S4 99.77 100.46 103.42
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.58 121.21 107.04
R3 117.14 113.77 105.00
R2 109.70 109.70 104.31
R1 106.33 106.33 103.63 108.02
PP 102.26 102.26 102.26 103.11
S1 98.89 98.89 102.27 100.58
S2 94.82 94.82 101.59
S3 87.38 91.45 100.90
S4 79.94 84.01 98.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.64 98.20 7.44 7.1% 3.73 3.6% 82% False False 23,274
10 107.91 98.20 9.71 9.3% 3.32 3.2% 63% False False 30,466
20 109.10 94.90 14.20 13.6% 3.50 3.4% 66% False False 35,299
40 109.10 91.36 17.74 17.0% 2.60 2.5% 73% False False 31,919
60 109.10 91.28 17.82 17.1% 2.23 2.1% 73% False False 25,801
80 109.10 83.95 25.15 24.1% 1.99 1.9% 81% False False 20,978
100 109.10 83.16 25.94 24.9% 1.80 1.7% 81% False False 17,522
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 0.54
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 111.94
2.618 109.39
1.618 107.83
1.000 106.87
0.618 106.27
HIGH 105.31
0.618 104.71
0.500 104.53
0.382 104.35
LOW 103.75
0.618 102.79
1.000 102.19
1.618 101.23
2.618 99.67
4.250 97.12
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 104.53 103.61
PP 104.45 102.93
S1 104.36 102.26

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

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