NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 87.84 86.40 -1.44 -1.6% 97.69
High 89.60 86.45 -3.15 -3.5% 99.77
Low 84.29 81.60 -2.69 -3.2% 84.29
Close 88.29 82.70 -5.59 -6.3% 88.29
Range 5.31 4.85 -0.46 -8.7% 15.48
ATR 3.10 3.36 0.26 8.3% 0.00
Volume 118,336 101,504 -16,832 -14.2% 339,250
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 98.13 95.27 85.37
R3 93.28 90.42 84.03
R2 88.43 88.43 83.59
R1 85.57 85.57 83.14 84.58
PP 83.58 83.58 83.58 83.09
S1 80.72 80.72 82.26 79.73
S2 78.73 78.73 81.81
S3 73.88 75.87 81.37
S4 69.03 71.02 80.03
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.22 128.24 96.80
R3 121.74 112.76 92.55
R2 106.26 106.26 91.13
R1 97.28 97.28 89.71 94.03
PP 90.78 90.78 90.78 89.16
S1 81.80 81.80 86.87 78.55
S2 75.30 75.30 85.45
S3 59.82 66.32 84.03
S4 44.34 50.84 79.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.98 81.60 15.38 18.6% 4.31 5.2% 7% False True 79,960
10 101.83 81.60 20.23 24.5% 3.53 4.3% 5% False True 62,444
20 101.83 81.60 20.23 24.5% 3.09 3.7% 5% False True 56,182
40 101.83 81.60 20.23 24.5% 2.88 3.5% 5% False True 57,581
60 105.14 81.60 23.54 28.5% 2.82 3.4% 5% False True 55,527
80 115.50 81.60 33.90 41.0% 3.06 3.7% 3% False True 53,416
100 115.50 81.60 33.90 41.0% 2.90 3.5% 3% False True 50,729
120 115.50 81.60 33.90 41.0% 2.91 3.5% 3% False True 53,173
Crabel Price Patterns
NR True
NR4 False
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 0.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.06
2.618 99.15
1.618 94.30
1.000 91.30
0.618 89.45
HIGH 86.45
0.618 84.60
0.500 84.03
0.382 83.45
LOW 81.60
0.618 78.60
1.000 76.75
1.618 73.75
2.618 68.90
4.250 60.99
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 84.03 87.70
PP 83.58 86.03
S1 83.14 84.37

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.