NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 85.04 86.40 1.36 1.6% 86.55
High 87.04 87.28 0.24 0.3% 89.81
Low 84.14 85.29 1.15 1.4% 80.15
Close 86.11 85.94 -0.17 -0.2% 83.17
Range 2.90 1.99 -0.91 -31.4% 9.66
ATR 3.67 3.55 -0.12 -3.3% 0.00
Volume 67,792 65,138 -2,654 -3.9% 362,074
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 92.14 91.03 87.03
R3 90.15 89.04 86.49
R2 88.16 88.16 86.30
R1 87.05 87.05 86.12 86.61
PP 86.17 86.17 86.17 85.95
S1 85.06 85.06 85.76 84.62
S2 84.18 84.18 85.58
S3 82.19 83.07 85.39
S4 80.20 81.08 84.85
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 88.35 80.15 8.20 9.5% 3.82 4.4% 71% False False 77,104
10 89.81 80.15 9.66 11.2% 3.51 4.1% 60% False False 79,592
20 99.77 77.12 22.65 26.4% 3.82 4.4% 39% False False 75,767
40 101.83 77.12 24.71 28.8% 3.18 3.7% 36% False False 63,710
60 105.10 77.12 27.98 32.6% 3.02 3.5% 32% False False 62,638
80 113.97 77.12 36.85 42.9% 3.27 3.8% 24% False False 59,961
100 115.50 77.12 38.38 44.7% 3.10 3.6% 23% False False 56,133
120 115.50 77.12 38.38 44.7% 3.00 3.5% 23% False False 54,283
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.92
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 95.74
2.618 92.49
1.618 90.50
1.000 89.27
0.618 88.51
HIGH 87.28
0.618 86.52
0.500 86.29
0.382 86.05
LOW 85.29
0.618 84.06
1.000 83.30
1.618 82.07
2.618 80.08
4.250 76.83
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 86.29 85.50
PP 86.17 85.05
S1 86.06 84.61

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.