NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 104.07 104.40 0.33 0.3% 106.75
High 104.43 104.55 0.12 0.1% 109.10
Low 102.21 99.86 -2.35 -2.3% 102.15
Close 104.26 100.04 -4.22 -4.0% 104.30
Range 2.22 4.69 2.47 111.3% 6.95
ATR 2.58 2.73 0.15 5.9% 0.00
Volume 42,292 28,122 -14,170 -33.5% 328,357
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 115.55 112.49 102.62
R3 110.86 107.80 101.33
R2 106.17 106.17 100.90
R1 103.11 103.11 100.47 102.30
PP 101.48 101.48 101.48 101.08
S1 98.42 98.42 99.61 97.61
S2 96.79 96.79 99.18
S3 92.10 93.73 98.75
S4 87.41 89.04 97.46
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 126.03 122.12 108.12
R3 119.08 115.17 106.21
R2 112.13 112.13 105.57
R1 108.22 108.22 104.94 106.70
PP 105.18 105.18 105.18 104.43
S1 101.27 101.27 103.66 99.75
S2 98.23 98.23 103.03
S3 91.28 94.32 102.39
S4 84.33 87.37 100.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.25 99.86 8.39 8.4% 3.38 3.4% 2% False True 50,831
10 109.10 99.86 9.24 9.2% 2.79 2.8% 2% False True 58,993
20 109.10 95.75 13.35 13.3% 2.93 2.9% 32% False False 65,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124.48
2.618 116.83
1.618 112.14
1.000 109.24
0.618 107.45
HIGH 104.55
0.618 102.76
0.500 102.21
0.382 101.65
LOW 99.86
0.618 96.96
1.000 95.17
1.618 92.27
2.618 87.58
4.250 79.93
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 102.21 102.83
PP 101.48 101.90
S1 100.76 100.97

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

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