NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 82.24 83.15 0.91 1.1% 86.55
High 84.52 85.40 0.88 1.0% 89.81
Low 80.15 81.93 1.78 2.2% 80.15
Close 83.17 85.03 1.86 2.2% 83.17
Range 4.37 3.47 -0.90 -20.6% 9.66
ATR 3.74 3.72 -0.02 -0.5% 0.00
Volume 99,623 84,697 -14,926 -15.0% 362,074
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.53 93.25 86.94
R3 91.06 89.78 85.98
R2 87.59 87.59 85.67
R1 86.31 86.31 85.35 86.95
PP 84.12 84.12 84.12 84.44
S1 82.84 82.84 84.71 83.48
S2 80.65 80.65 84.39
S3 77.18 79.37 84.08
S4 73.71 75.90 83.12
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 113.36 107.92 88.48
R3 103.70 98.26 85.83
R2 94.04 94.04 84.94
R1 88.60 88.60 84.06 86.49
PP 84.38 84.38 84.38 83.32
S1 78.94 78.94 82.28 76.83
S2 74.72 74.72 81.40
S3 65.06 69.28 80.51
S4 55.40 59.62 77.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.81 80.15 9.66 11.4% 3.73 4.4% 51% False False 76,563
10 89.81 77.12 12.69 14.9% 4.10 4.8% 62% False False 85,722
20 101.83 77.12 24.71 29.1% 3.82 4.5% 32% False False 74,083
40 101.83 77.12 24.71 29.1% 3.16 3.7% 32% False False 63,785
60 105.14 77.12 28.02 33.0% 3.01 3.5% 28% False False 62,188
80 115.50 77.12 38.38 45.1% 3.27 3.8% 21% False False 59,105
100 115.50 77.12 38.38 45.1% 3.09 3.6% 21% False False 55,671
120 115.50 77.12 38.38 45.1% 3.00 3.5% 21% False False 54,204
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 1.01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.15
2.618 94.48
1.618 91.01
1.000 88.87
0.618 87.54
HIGH 85.40
0.618 84.07
0.500 83.67
0.382 83.26
LOW 81.93
0.618 79.79
1.000 78.46
1.618 76.32
2.618 72.85
4.250 67.18
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 84.58 84.77
PP 84.12 84.51
S1 83.67 84.25

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.