NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 93.98 93.77 -0.21 -0.2% 94.52
High 94.51 96.26 1.75 1.9% 96.26
Low 93.40 93.73 0.33 0.4% 91.88
Close 93.62 96.19 2.57 2.7% 96.19
Range 1.11 2.53 1.42 127.9% 4.38
ATR 1.41 1.50 0.09 6.2% 0.00
Volume 11,474 29,313 17,839 155.5% 79,970
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.98 102.12 97.58
R3 100.45 99.59 96.89
R2 97.92 97.92 96.65
R1 97.06 97.06 96.42 97.49
PP 95.39 95.39 95.39 95.61
S1 94.53 94.53 95.96 94.96
S2 92.86 92.86 95.73
S3 90.33 92.00 95.49
S4 87.80 89.47 94.80
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 107.92 106.43 98.60
R3 103.54 102.05 97.39
R2 99.16 99.16 96.99
R1 97.67 97.67 96.59 98.42
PP 94.78 94.78 94.78 95.15
S1 93.29 93.29 95.79 94.04
S2 90.40 90.40 95.39
S3 86.02 88.91 94.99
S4 81.64 84.53 93.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.26 91.88 4.38 4.6% 1.75 1.8% 98% True False 15,994
10 96.26 91.88 4.38 4.6% 1.41 1.5% 98% True False 12,188
20 96.32 91.78 4.54 4.7% 1.56 1.6% 97% False False 10,295
40 96.32 88.53 7.79 8.1% 1.30 1.3% 98% False False 7,444
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 16 trading days
Fibonacci Retracements and Extensions
4.250 107.01
2.618 102.88
1.618 100.35
1.000 98.79
0.618 97.82
HIGH 96.26
0.618 95.29
0.500 95.00
0.382 94.70
LOW 93.73
0.618 92.17
1.000 91.20
1.618 89.64
2.618 87.11
4.250 82.98
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 95.79 95.52
PP 95.39 94.85
S1 95.00 94.18

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.