NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 104.80 104.79 -0.01 0.0% 102.80
High 104.80 106.87 2.07 2.0% 106.87
Low 103.00 104.45 1.45 1.4% 100.40
Close 104.54 106.63 2.09 2.0% 106.63
Range 1.80 2.42 0.62 34.4% 6.47
ATR 2.26 2.27 0.01 0.5% 0.00
Volume 17,224 17,637 413 2.4% 87,322
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 113.24 112.36 107.96
R3 110.82 109.94 107.30
R2 108.40 108.40 107.07
R1 107.52 107.52 106.85 107.96
PP 105.98 105.98 105.98 106.21
S1 105.10 105.10 106.41 105.54
S2 103.56 103.56 106.19
S3 101.14 102.68 105.96
S4 98.72 100.26 105.30
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.04 121.81 110.19
R3 117.57 115.34 108.41
R2 111.10 111.10 107.82
R1 108.87 108.87 107.22 109.99
PP 104.63 104.63 104.63 105.19
S1 102.40 102.40 106.04 103.52
S2 98.16 98.16 105.44
S3 91.69 95.93 104.85
S4 85.22 89.46 103.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.87 100.40 6.47 6.1% 2.37 2.2% 96% True False 17,464
10 106.87 94.21 12.66 11.9% 3.05 2.9% 98% True False 24,362
20 106.87 93.92 12.95 12.1% 2.32 2.2% 98% True False 19,463
40 106.87 91.78 15.09 14.2% 1.85 1.7% 98% True False 16,364
60 106.87 89.40 17.47 16.4% 1.65 1.5% 99% True False 12,423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.16
2.618 113.21
1.618 110.79
1.000 109.29
0.618 108.37
HIGH 106.87
0.618 105.95
0.500 105.66
0.382 105.37
LOW 104.45
0.618 102.95
1.000 102.03
1.618 100.53
2.618 98.11
4.250 94.17
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 106.31 106.05
PP 105.98 105.48
S1 105.66 104.90

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

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