NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 102.80 103.02 0.22 0.2% 101.64
High 104.54 104.27 -0.27 -0.3% 104.54
Low 101.01 102.60 1.59 1.6% 97.02
Close 101.85 103.09 1.24 1.2% 101.85
Range 3.53 1.67 -1.86 -52.7% 7.52
ATR 3.37 3.30 -0.07 -2.0% 0.00
Volume 215,815 229,337 13,522 6.3% 887,062
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 108.33 107.38 104.01
R3 106.66 105.71 103.55
R2 104.99 104.99 103.40
R1 104.04 104.04 103.24 104.52
PP 103.32 103.32 103.32 103.56
S1 102.37 102.37 102.94 102.85
S2 101.65 101.65 102.78
S3 99.98 100.70 102.63
S4 98.31 99.03 102.17
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 123.70 120.29 105.99
R3 116.18 112.77 103.92
R2 108.66 108.66 103.23
R1 105.25 105.25 102.54 106.96
PP 101.14 101.14 101.14 101.99
S1 97.73 97.73 101.16 99.44
S2 93.62 93.62 100.47
S3 86.10 90.21 99.78
S4 78.58 82.69 97.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.54 97.02 7.52 7.3% 3.84 3.7% 81% False False 200,794
10 107.08 97.02 10.06 9.8% 3.48 3.4% 60% False False 174,589
20 108.25 92.29 15.96 15.5% 3.88 3.8% 68% False False 141,991
40 108.25 89.40 18.85 18.3% 2.90 2.8% 73% False False 124,387
60 108.25 89.40 18.85 18.3% 2.51 2.4% 73% False False 96,954
80 108.25 83.21 25.04 24.3% 2.27 2.2% 79% False False 76,765
100 108.25 82.22 26.03 25.2% 2.09 2.0% 80% False False 63,248
120 108.25 81.06 27.19 26.4% 1.97 1.9% 81% False False 53,775
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 111.37
2.618 108.64
1.618 106.97
1.000 105.94
0.618 105.30
HIGH 104.27
0.618 103.63
0.500 103.44
0.382 103.24
LOW 102.60
0.618 101.57
1.000 100.93
1.618 99.90
2.618 98.23
4.250 95.50
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 103.44 102.42
PP 103.32 101.75
S1 103.21 101.08

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.