NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 96.92 94.95 -1.97 -2.0% 97.34
High 96.92 95.45 -1.47 -1.5% 97.54
Low 94.40 94.32 -0.08 -0.1% 95.35
Close 94.78 94.97 0.19 0.2% 96.05
Range 2.52 1.13 -1.39 -55.2% 2.19
ATR 1.55 1.52 -0.03 -1.9% 0.00
Volume 12,991 13,019 28 0.2% 75,948
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 98.30 97.77 95.59
R3 97.17 96.64 95.28
R2 96.04 96.04 95.18
R1 95.51 95.51 95.07 95.78
PP 94.91 94.91 94.91 95.05
S1 94.38 94.38 94.87 94.65
S2 93.78 93.78 94.76
S3 92.65 93.25 94.66
S4 91.52 92.12 94.35
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.88 101.66 97.25
R3 100.69 99.47 96.65
R2 98.50 98.50 96.45
R1 97.28 97.28 96.25 96.80
PP 96.31 96.31 96.31 96.07
S1 95.09 95.09 95.85 94.61
S2 94.12 94.12 95.65
S3 91.93 92.90 95.45
S4 89.74 90.71 94.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.88 94.32 3.56 3.7% 1.55 1.6% 18% False True 14,215
10 99.15 94.32 4.83 5.1% 1.54 1.6% 13% False True 14,330
20 99.15 91.88 7.27 7.7% 1.55 1.6% 43% False False 15,347
40 99.15 91.78 7.37 7.8% 1.42 1.5% 43% False False 10,940
60 99.15 83.43 15.72 16.6% 1.36 1.4% 73% False False 8,668
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 100.25
2.618 98.41
1.618 97.28
1.000 96.58
0.618 96.15
HIGH 95.45
0.618 95.02
0.500 94.89
0.382 94.75
LOW 94.32
0.618 93.62
1.000 93.19
1.618 92.49
2.618 91.36
4.250 89.52
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 94.94 96.10
PP 94.91 95.72
S1 94.89 95.35

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.