NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 93.93 93.53 -0.40 -0.4% 87.05
High 93.93 93.80 -0.13 -0.1% 94.65
Low 92.01 91.36 -0.65 -0.7% 87.00
Close 93.32 93.19 -0.13 -0.1% 93.32
Range 1.92 2.44 0.52 27.1% 7.65
ATR 3.36 3.30 -0.07 -2.0% 0.00
Volume 255,087 201,050 -54,037 -21.2% 1,877,449
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 100.10 99.09 94.53
R3 97.66 96.65 93.86
R2 95.22 95.22 93.64
R1 94.21 94.21 93.41 93.50
PP 92.78 92.78 92.78 92.43
S1 91.77 91.77 92.97 91.06
S2 90.34 90.34 92.74
S3 87.90 89.33 92.52
S4 85.46 86.89 91.85
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 114.61 111.61 97.53
R3 106.96 103.96 95.42
R2 99.31 99.31 94.72
R1 96.31 96.31 94.02 97.81
PP 91.66 91.66 91.66 92.41
S1 88.66 88.66 92.62 90.16
S2 84.01 84.01 91.92
S3 76.36 81.01 91.22
S4 68.71 73.36 89.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.65 90.00 4.65 5.0% 3.07 3.3% 69% False False 323,550
10 94.65 84.22 10.43 11.2% 3.32 3.6% 86% False False 330,093
20 94.65 75.15 19.50 20.9% 3.10 3.3% 93% False False 237,432
40 94.65 75.15 19.50 20.9% 3.28 3.5% 93% False False 165,950
60 94.65 75.15 19.50 20.9% 3.33 3.6% 93% False False 139,055
80 101.83 75.15 26.68 28.6% 3.24 3.5% 68% False False 117,776
100 104.03 75.15 28.88 31.0% 3.14 3.4% 62% False False 106,186
120 105.14 75.15 29.99 32.2% 3.08 3.3% 60% False False 97,104
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.17
2.618 100.19
1.618 97.75
1.000 96.24
0.618 95.31
HIGH 93.80
0.618 92.87
0.500 92.58
0.382 92.29
LOW 91.36
0.618 89.85
1.000 88.92
1.618 87.41
2.618 84.97
4.250 80.99
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 92.99 92.96
PP 92.78 92.73
S1 92.58 92.50

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.