NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 104.09 100.11 -3.98 -3.8% 106.88
High 104.31 102.21 -2.10 -2.0% 109.16
Low 99.89 99.41 -0.48 -0.5% 102.73
Close 99.89 100.95 1.06 1.1% 104.22
Range 4.42 2.80 -1.62 -36.7% 6.43
ATR 2.35 2.39 0.03 1.4% 0.00
Volume 2,886 7,918 5,032 174.4% 49,631
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.26 107.90 102.49
R3 106.46 105.10 101.72
R2 103.66 103.66 101.46
R1 102.30 102.30 101.21 102.98
PP 100.86 100.86 100.86 101.20
S1 99.50 99.50 100.69 100.18
S2 98.06 98.06 100.44
S3 95.26 96.70 100.18
S4 92.46 93.90 99.41
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 124.66 120.87 107.76
R3 118.23 114.44 105.99
R2 111.80 111.80 105.40
R1 108.01 108.01 104.81 106.69
PP 105.37 105.37 105.37 104.71
S1 101.58 101.58 103.63 100.26
S2 98.94 98.94 103.04
S3 92.51 95.15 102.45
S4 86.08 88.72 100.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.15 99.41 8.74 8.7% 3.19 3.2% 18% False True 7,138
10 109.16 99.41 9.75 9.7% 2.49 2.5% 16% False True 8,635
20 109.16 95.00 14.16 14.0% 2.49 2.5% 42% False False 9,831
40 109.16 92.69 16.47 16.3% 1.97 1.9% 50% False False 9,335
Crabel Price Patterns
NR True
NR4 False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.11
2.618 109.54
1.618 106.74
1.000 105.01
0.618 103.94
HIGH 102.21
0.618 101.14
0.500 100.81
0.382 100.48
LOW 99.41
0.618 97.68
1.000 96.61
1.618 94.88
2.618 92.08
4.250 87.51
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 100.90 101.86
PP 100.86 101.56
S1 100.81 101.25

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

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