NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 103.49 104.80 1.31 1.3% 95.94
High 105.30 104.80 -0.50 -0.5% 105.49
Low 102.93 103.00 0.07 0.1% 95.94
Close 104.72 104.54 -0.18 -0.2% 101.10
Range 2.37 1.80 -0.57 -24.1% 9.55
ATR 2.30 2.26 -0.04 -1.5% 0.00
Volume 19,238 17,224 -2,014 -10.5% 134,829
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.51 108.83 105.53
R3 107.71 107.03 105.04
R2 105.91 105.91 104.87
R1 105.23 105.23 104.71 104.67
PP 104.11 104.11 104.11 103.84
S1 103.43 103.43 104.38 102.87
S2 102.31 102.31 104.21
S3 100.51 101.63 104.05
S4 98.71 99.83 103.55
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 129.49 124.85 106.35
R3 119.94 115.30 103.73
R2 110.39 110.39 102.85
R1 105.75 105.75 101.98 108.07
PP 100.84 100.84 100.84 102.01
S1 96.20 96.20 100.22 98.52
S2 91.29 91.29 99.35
S3 81.74 86.65 98.47
S4 72.19 77.10 95.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.30 99.83 5.47 5.2% 2.17 2.1% 86% False False 21,145
10 105.49 93.92 11.57 11.1% 2.96 2.8% 92% False False 24,360
20 105.49 93.92 11.57 11.1% 2.25 2.2% 92% False False 19,345
40 105.49 91.78 13.71 13.1% 1.86 1.8% 93% False False 16,137
60 105.49 89.40 16.09 15.4% 1.64 1.6% 94% False False 12,248
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.45
2.618 109.51
1.618 107.71
1.000 106.60
0.618 105.91
HIGH 104.80
0.618 104.11
0.500 103.90
0.382 103.69
LOW 103.00
0.618 101.89
1.000 101.20
1.618 100.09
2.618 98.29
4.250 95.35
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 104.33 104.05
PP 104.11 103.56
S1 103.90 103.07

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

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