NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 105.76 105.10 -0.66 -0.6% 102.96
High 105.76 106.68 0.92 0.9% 105.91
Low 104.57 104.52 -0.05 0.0% 99.41
Close 105.00 106.56 1.56 1.5% 103.60
Range 1.19 2.16 0.97 81.5% 6.50
ATR 2.51 2.49 -0.03 -1.0% 0.00
Volume 11,029 5,718 -5,311 -48.2% 29,120
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 112.40 111.64 107.75
R3 110.24 109.48 107.15
R2 108.08 108.08 106.96
R1 107.32 107.32 106.76 107.70
PP 105.92 105.92 105.92 106.11
S1 105.16 105.16 106.36 105.54
S2 103.76 103.76 106.16
S3 101.60 103.00 105.97
S4 99.44 100.84 105.37
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
5 106.68 99.41 7.27 6.8% 2.63 2.5% 98% True False 7,055
10 108.15 99.41 8.74 8.2% 2.77 2.6% 82% False False 7,403
20 109.16 99.41 9.75 9.1% 2.59 2.4% 73% False False 9,550
40 109.16 92.69 16.47 15.5% 2.10 2.0% 84% False False 9,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.86
2.618 112.33
1.618 110.17
1.000 108.84
0.618 108.01
HIGH 106.68
0.618 105.85
0.500 105.60
0.382 105.35
LOW 104.52
0.618 103.19
1.000 102.36
1.618 101.03
2.618 98.87
4.250 95.34
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 106.24 105.96
PP 105.92 105.37
S1 105.60 104.77

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

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