NYMEX Light Sweet Crude Oil Future September 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 103.86 105.30 1.44 1.4% 96.58
High 105.48 105.30 -0.18 -0.2% 106.00
Low 103.23 103.07 -0.16 -0.2% 96.58
Close 104.90 104.78 -0.12 -0.1% 101.39
Range 2.25 2.23 -0.02 -0.9% 9.42
ATR 2.29 2.29 0.00 -0.2% 0.00
Volume 20,896 18,588 -2,308 -11.0% 116,751
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.07 110.16 106.01
R3 108.84 107.93 105.39
R2 106.61 106.61 105.19
R1 105.70 105.70 104.98 105.04
PP 104.38 104.38 104.38 104.06
S1 103.47 103.47 104.58 102.81
S2 102.15 102.15 104.37
S3 99.92 101.24 104.17
S4 97.69 99.01 103.55
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 129.58 124.91 106.57
R3 120.16 115.49 103.98
R2 110.74 110.74 103.12
R1 106.07 106.07 102.25 108.41
PP 101.32 101.32 101.32 102.49
S1 96.65 96.65 100.53 98.99
S2 91.90 91.90 99.66
S3 82.48 87.23 98.80
S4 73.06 77.81 96.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.48 100.12 5.36 5.1% 2.38 2.3% 87% False False 20,569
10 106.00 94.50 11.50 11.0% 3.05 2.9% 89% False False 21,498
20 106.00 94.50 11.50 11.0% 2.28 2.2% 89% False False 17,483
40 106.00 91.94 14.06 13.4% 1.86 1.8% 91% False False 14,020
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.78
2.618 111.14
1.618 108.91
1.000 107.53
0.618 106.68
HIGH 105.30
0.618 104.45
0.500 104.19
0.382 103.92
LOW 103.07
0.618 101.69
1.000 100.84
1.618 99.46
2.618 97.23
4.250 93.59
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 104.58 104.23
PP 104.38 103.68
S1 104.19 103.14

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

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