NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 78.45 79.90 1.45 1.8% 79.80
High 80.04 83.09 3.05 3.8% 85.00
Low 77.13 79.24 2.11 2.7% 77.38
Close 79.83 82.80 2.97 3.7% 79.33
Range 2.91 3.85 0.94 32.3% 7.62
ATR 3.66 3.67 0.01 0.4% 0.00
Volume 112,663 175,629 62,966 55.9% 470,210
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.26 91.88 84.92
R3 89.41 88.03 83.86
R2 85.56 85.56 83.51
R1 84.18 84.18 83.15 84.87
PP 81.71 81.71 81.71 82.06
S1 80.33 80.33 82.45 81.02
S2 77.86 77.86 82.09
S3 74.01 76.48 81.74
S4 70.16 72.63 80.68
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.43 99.00 83.52
R3 95.81 91.38 81.43
R2 88.19 88.19 80.73
R1 83.76 83.76 80.03 82.17
PP 80.57 80.57 80.57 79.77
S1 76.14 76.14 78.63 74.55
S2 72.95 72.95 77.93
S3 65.33 68.52 77.23
S4 57.71 60.90 75.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.39 75.15 8.24 10.0% 3.66 4.4% 93% False False 141,559
10 85.00 75.15 9.85 11.9% 3.91 4.7% 78% False False 117,884
20 90.72 75.15 15.57 18.8% 3.49 4.2% 49% False False 103,325
40 90.96 75.15 15.81 19.1% 3.31 4.0% 48% False False 93,401
60 101.83 75.15 26.68 32.2% 3.31 4.0% 29% False False 82,485
80 101.83 75.15 26.68 32.2% 3.16 3.8% 29% False False 76,283
100 105.14 75.15 29.99 36.2% 3.07 3.7% 26% False False 71,641
120 115.50 75.15 40.35 48.7% 3.19 3.9% 19% False False 67,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.45
2.618 93.17
1.618 89.32
1.000 86.94
0.618 85.47
HIGH 83.09
0.618 81.62
0.500 81.17
0.382 80.71
LOW 79.24
0.618 76.86
1.000 75.39
1.618 73.01
2.618 69.16
4.250 62.88
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 82.26 81.57
PP 81.71 80.35
S1 81.17 79.12

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.