NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 85.07 83.64 -1.43 -1.7% 89.84
High 85.08 85.22 0.14 0.2% 90.47
Low 83.10 83.64 0.54 0.6% 86.78
Close 83.44 84.74 1.30 1.6% 87.12
Range 1.98 1.58 -0.40 -20.2% 3.69
ATR 1.74 1.74 0.00 0.2% 0.00
Volume 28,944 34,627 5,683 19.6% 128,588
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.27 88.59 85.61
R3 87.69 87.01 85.17
R2 86.11 86.11 85.03
R1 85.43 85.43 84.88 85.77
PP 84.53 84.53 84.53 84.71
S1 83.85 83.85 84.60 84.19
S2 82.95 82.95 84.45
S3 81.37 82.27 84.31
S4 79.79 80.69 83.87
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.19 96.85 89.15
R3 95.50 93.16 88.13
R2 91.81 91.81 87.80
R1 89.47 89.47 87.46 88.80
PP 88.12 88.12 88.12 87.79
S1 85.78 85.78 86.78 85.11
S2 84.43 84.43 86.44
S3 80.74 82.09 86.11
S4 77.05 78.40 85.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.27 83.10 6.17 7.3% 1.90 2.2% 27% False False 24,918
10 90.47 83.10 7.37 8.7% 1.63 1.9% 22% False False 25,463
20 90.47 83.10 7.37 8.7% 1.51 1.8% 22% False False 19,652
40 90.47 80.00 10.47 12.4% 1.71 2.0% 45% False False 21,081
60 90.47 77.46 13.01 15.4% 1.66 2.0% 56% False False 19,119
80 90.47 75.70 14.77 17.4% 1.63 1.9% 61% False False 16,452
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.94
2.618 89.36
1.618 87.78
1.000 86.80
0.618 86.20
HIGH 85.22
0.618 84.62
0.500 84.43
0.382 84.24
LOW 83.64
0.618 82.66
1.000 82.06
1.618 81.08
2.618 79.50
4.250 76.93
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 84.64 85.09
PP 84.53 84.97
S1 84.43 84.86

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.