NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 105.03 103.04 -1.99 -1.9% 106.74
High 105.03 104.21 -0.82 -0.8% 109.11
Low 102.53 102.41 -0.12 -0.1% 102.53
Close 104.27 104.21 -0.06 -0.1% 104.27
Range 2.50 1.80 -0.70 -28.0% 6.58
ATR 2.14 2.12 -0.02 -0.9% 0.00
Volume 9,316 6,958 -2,358 -25.3% 48,692
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.01 108.41 105.20
R3 107.21 106.61 104.71
R2 105.41 105.41 104.54
R1 104.81 104.81 104.38 105.11
PP 103.61 103.61 103.61 103.76
S1 103.01 103.01 104.05 103.31
S2 101.81 101.81 103.88
S3 100.01 101.21 103.72
S4 98.21 99.41 103.22
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.04 121.24 107.89
R3 118.46 114.66 106.08
R2 111.88 111.88 105.48
R1 108.08 108.08 104.87 106.69
PP 105.30 105.30 105.30 104.61
S1 101.50 101.50 103.67 100.11
S2 98.72 98.72 103.06
S3 92.14 94.92 102.46
S4 85.56 88.34 100.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.80 102.41 5.39 5.2% 2.16 2.1% 33% False True 8,623
10 109.11 101.91 7.20 6.9% 1.98 1.9% 32% False False 9,342
20 109.11 95.74 13.37 12.8% 2.20 2.1% 63% False False 9,798
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.86
2.618 108.92
1.618 107.12
1.000 106.01
0.618 105.32
HIGH 104.21
0.618 103.52
0.500 103.31
0.382 103.10
LOW 102.41
0.618 101.30
1.000 100.61
1.618 99.50
2.618 97.70
4.250 94.76
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 103.91 104.92
PP 103.61 104.68
S1 103.31 104.45

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

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