NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 94.73 94.53 -0.20 -0.2% 93.58
High 95.29 94.81 -0.48 -0.5% 94.44
Low 94.43 92.12 -2.31 -2.4% 91.82
Close 94.45 93.06 -1.39 -1.5% 94.06
Range 0.86 2.69 1.83 212.8% 2.62
ATR 1.27 1.37 0.10 8.0% 0.00
Volume 3,381 7,387 4,006 118.5% 30,570
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.40 99.92 94.54
R3 98.71 97.23 93.80
R2 96.02 96.02 93.55
R1 94.54 94.54 93.31 93.94
PP 93.33 93.33 93.33 93.03
S1 91.85 91.85 92.81 91.25
S2 90.64 90.64 92.57
S3 87.95 89.16 92.32
S4 85.26 86.47 91.58
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.30 100.30 95.50
R3 98.68 97.68 94.78
R2 96.06 96.06 94.54
R1 95.06 95.06 94.30 95.56
PP 93.44 93.44 93.44 93.69
S1 92.44 92.44 93.82 92.94
S2 90.82 90.82 93.58
S3 88.20 89.82 93.34
S4 85.58 87.20 92.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.29 91.82 3.47 3.7% 1.68 1.8% 36% False False 6,933
10 95.29 91.60 3.69 4.0% 1.21 1.3% 40% False False 5,681
20 95.29 89.17 6.12 6.6% 1.23 1.3% 64% False False 6,859
40 95.29 83.16 12.13 13.0% 1.27 1.4% 82% False False 5,803
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 106.24
2.618 101.85
1.618 99.16
1.000 97.50
0.618 96.47
HIGH 94.81
0.618 93.78
0.500 93.47
0.382 93.15
LOW 92.12
0.618 90.46
1.000 89.43
1.618 87.77
2.618 85.08
4.250 80.69
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 93.47 93.71
PP 93.33 93.49
S1 93.20 93.28

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.