NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 100.65 105.89 5.24 5.2% 102.96
High 104.60 105.91 1.31 1.3% 105.91
Low 100.65 102.86 2.21 2.2% 99.41
Close 104.27 103.60 -0.67 -0.6% 103.60
Range 3.95 3.05 -0.90 -22.8% 6.50
ATR 2.50 2.54 0.04 1.6% 0.00
Volume 6,475 4,136 -2,339 -36.1% 29,120
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 113.27 111.49 105.28
R3 110.22 108.44 104.44
R2 107.17 107.17 104.16
R1 105.39 105.39 103.88 104.76
PP 104.12 104.12 104.12 103.81
S1 102.34 102.34 103.32 101.71
S2 101.07 101.07 103.04
S3 98.02 99.29 102.76
S4 94.97 96.24 101.92
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 122.47 119.54 107.18
R3 115.97 113.04 105.39
R2 109.47 109.47 104.79
R1 106.54 106.54 104.20 108.01
PP 102.97 102.97 102.97 103.71
S1 100.04 100.04 103.00 101.51
S2 96.47 96.47 102.41
S3 89.97 93.54 101.81
S4 83.47 87.04 100.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.91 99.41 6.50 6.3% 3.22 3.1% 64% True False 5,824
10 109.16 99.41 9.75 9.4% 2.92 2.8% 43% False False 7,875
20 109.16 95.63 13.53 13.1% 2.76 2.7% 59% False False 9,689
40 109.16 92.69 16.47 15.9% 2.08 2.0% 66% False False 9,424
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 True
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.87
2.618 113.89
1.618 110.84
1.000 108.96
0.618 107.79
HIGH 105.91
0.618 104.74
0.500 104.39
0.382 104.03
LOW 102.86
0.618 100.98
1.000 99.81
1.618 97.93
2.618 94.88
4.250 89.90
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 104.39 103.29
PP 104.12 102.97
S1 103.86 102.66

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

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