NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 104.40 99.94 -4.46 -4.3% 106.75
High 104.55 102.43 -2.12 -2.0% 109.10
Low 99.86 99.07 -0.79 -0.8% 102.15
Close 100.04 101.06 1.02 1.0% 104.30
Range 4.69 3.36 -1.33 -28.4% 6.95
ATR 2.73 2.77 0.05 1.7% 0.00
Volume 28,122 52,176 24,054 85.5% 328,357
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 110.93 109.36 102.91
R3 107.57 106.00 101.98
R2 104.21 104.21 101.68
R1 102.64 102.64 101.37 103.43
PP 100.85 100.85 100.85 101.25
S1 99.28 99.28 100.75 100.07
S2 97.49 97.49 100.44
S3 94.13 95.92 100.14
S4 90.77 92.56 99.21
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 99.07 9.18 9.1% 3.68 3.6% 22% False True 45,978
10 109.10 99.07 10.03 9.9% 2.91 2.9% 20% False True 57,439
20 109.10 95.75 13.35 13.2% 2.96 2.9% 40% False False 65,390
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.71
2.618 111.23
1.618 107.87
1.000 105.79
0.618 104.51
HIGH 102.43
0.618 101.15
0.500 100.75
0.382 100.35
LOW 99.07
0.618 96.99
1.000 95.71
1.618 93.63
2.618 90.27
4.250 84.79
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 100.96 101.81
PP 100.85 101.56
S1 100.75 101.31

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

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