NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 86.37 86.18 -0.19 -0.2% 86.03
High 88.07 88.64 0.57 0.6% 88.07
Low 84.73 85.10 0.37 0.4% 76.61
Close 86.05 88.47 2.42 2.8% 86.05
Range 3.34 3.54 0.20 6.0% 11.46
ATR 3.67 3.66 -0.01 -0.3% 0.00
Volume 96,483 44,449 -52,034 -53.9% 377,610
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 98.02 96.79 90.42
R3 94.48 93.25 89.44
R2 90.94 90.94 89.12
R1 89.71 89.71 88.79 90.33
PP 87.40 87.40 87.40 87.71
S1 86.17 86.17 88.15 86.79
S2 83.86 83.86 87.82
S3 80.32 82.63 87.50
S4 76.78 79.09 86.52
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 117.96 113.46 92.35
R3 106.50 102.00 89.20
R2 95.04 95.04 88.15
R1 90.54 90.54 87.10 92.79
PP 83.58 83.58 83.58 84.70
S1 79.08 79.08 85.00 81.33
S2 72.12 72.12 83.95
S3 60.66 67.62 82.90
S4 49.20 56.16 79.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.64 76.61 12.03 13.6% 4.50 5.1% 99% True False 70,531
10 96.51 76.61 19.90 22.5% 4.40 5.0% 60% False False 60,362
20 101.39 76.61 24.78 28.0% 3.42 3.9% 48% False False 45,464
40 101.39 76.61 24.78 28.0% 3.00 3.4% 48% False False 35,948
60 104.85 76.61 28.24 31.9% 2.87 3.2% 42% False False 28,838
80 115.57 76.61 38.96 44.0% 3.02 3.4% 30% False False 23,840
100 115.57 76.61 38.96 44.0% 2.76 3.1% 30% False False 20,731
120 115.57 76.61 38.96 44.0% 2.70 3.1% 30% False False 18,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.69
2.618 97.91
1.618 94.37
1.000 92.18
0.618 90.83
HIGH 88.64
0.618 87.29
0.500 86.87
0.382 86.45
LOW 85.10
0.618 82.91
1.000 81.56
1.618 79.37
2.618 75.83
4.250 70.06
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 87.94 87.40
PP 87.40 86.33
S1 86.87 85.26

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.