NYMEX Light Sweet Crude Oil Future October 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 103.74 104.83 1.09 1.1% 97.16
High 105.07 105.00 -0.07 -0.1% 105.32
Low 103.52 103.72 0.20 0.2% 97.14
Close 105.03 104.96 -0.07 -0.1% 101.62
Range 1.55 1.28 -0.27 -17.4% 8.18
ATR 2.09 2.03 -0.06 -2.7% 0.00
Volume 10,116 9,852 -264 -2.6% 59,544
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 108.40 107.96 105.66
R3 107.12 106.68 105.31
R2 105.84 105.84 105.19
R1 105.40 105.40 105.08 105.62
PP 104.56 104.56 104.56 104.67
S1 104.12 104.12 104.84 104.34
S2 103.28 103.28 104.73
S3 102.00 102.84 104.61
S4 100.72 101.56 104.26
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 125.90 121.94 106.12
R3 117.72 113.76 103.87
R2 109.54 109.54 103.12
R1 105.58 105.58 102.37 107.56
PP 101.36 101.36 101.36 102.35
S1 97.40 97.40 100.87 99.38
S2 93.18 93.18 100.12
S3 85.00 89.22 99.37
S4 76.82 81.04 97.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.07 100.42 4.65 4.4% 1.83 1.7% 98% False False 10,564
10 105.32 95.00 10.32 9.8% 2.58 2.5% 97% False False 11,507
20 105.32 95.00 10.32 9.8% 1.98 1.9% 97% False False 10,459
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 0.41
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 110.44
2.618 108.35
1.618 107.07
1.000 106.28
0.618 105.79
HIGH 105.00
0.618 104.51
0.500 104.36
0.382 104.21
LOW 103.72
0.618 102.93
1.000 102.44
1.618 101.65
2.618 100.37
4.250 98.28
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 104.76 104.43
PP 104.56 103.89
S1 104.36 103.36

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

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