NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 105.66 105.22 -0.44 -0.4% 102.60
High 105.66 106.81 1.15 1.1% 106.81
Low 103.41 105.00 1.59 1.5% 101.01
Close 105.22 106.56 1.34 1.3% 106.56
Range 2.25 1.81 -0.44 -19.6% 5.80
ATR 2.47 2.42 -0.05 -1.9% 0.00
Volume 73,740 49,712 -24,028 -32.6% 291,976
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.55 110.87 107.56
R3 109.74 109.06 107.06
R2 107.93 107.93 106.89
R1 107.25 107.25 106.73 107.59
PP 106.12 106.12 106.12 106.30
S1 105.44 105.44 106.39 105.78
S2 104.31 104.31 106.23
S3 102.50 103.63 106.06
S4 100.69 101.82 105.56
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 122.19 120.18 109.75
R3 116.39 114.38 108.16
R2 110.59 110.59 107.62
R1 108.58 108.58 107.09 109.59
PP 104.79 104.79 104.79 105.30
S1 102.78 102.78 106.03 103.79
S2 98.99 98.99 105.50
S3 93.19 96.98 104.97
S4 87.39 91.18 103.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.81 101.01 5.80 5.4% 2.43 2.3% 96% True False 58,395
10 106.81 95.97 10.84 10.2% 3.14 2.9% 98% True False 75,525
20 106.81 95.75 11.06 10.4% 2.43 2.3% 98% True False 61,572
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.60
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114.50
2.618 111.55
1.618 109.74
1.000 108.62
0.618 107.93
HIGH 106.81
0.618 106.12
0.500 105.91
0.382 105.69
LOW 105.00
0.618 103.88
1.000 103.19
1.618 102.07
2.618 100.26
4.250 97.31
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 106.34 106.08
PP 106.12 105.59
S1 105.91 105.11

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

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