NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 103.09 101.91 -1.18 -1.1% 98.00
High 103.09 103.88 0.79 0.8% 105.07
Low 101.01 101.91 0.90 0.9% 98.00
Close 101.31 103.79 2.48 2.4% 101.82
Range 2.08 1.97 -0.11 -5.3% 7.07
ATR 2.02 2.06 0.04 1.9% 0.00
Volume 8,286 8,965 679 8.2% 59,733
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.10 108.42 104.87
R3 107.13 106.45 104.33
R2 105.16 105.16 104.15
R1 104.48 104.48 103.97 104.82
PP 103.19 103.19 103.19 103.37
S1 102.51 102.51 103.61 102.85
S2 101.22 101.22 103.43
S3 99.25 100.54 103.25
S4 97.28 98.57 102.71
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 122.84 119.40 105.71
R3 115.77 112.33 103.76
R2 108.70 108.70 103.12
R1 105.26 105.26 102.47 106.98
PP 101.63 101.63 101.63 102.49
S1 98.19 98.19 101.17 99.91
S2 94.56 94.56 100.52
S3 87.49 91.12 99.88
S4 80.42 84.05 97.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.07 99.78 5.29 5.1% 2.86 2.8% 76% False False 13,488
10 105.07 95.74 9.33 9.0% 2.45 2.4% 86% False False 10,583
20 105.07 95.74 9.33 9.0% 1.83 1.8% 86% False False 9,041
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.24
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 112.25
2.618 109.04
1.618 107.07
1.000 105.85
0.618 105.10
HIGH 103.88
0.618 103.13
0.500 102.90
0.382 102.66
LOW 101.91
0.618 100.69
1.000 99.94
1.618 98.72
2.618 96.75
4.250 93.54
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 103.49 103.30
PP 103.19 102.81
S1 102.90 102.33

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.