NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 103.75 101.61 -2.14 -2.1% 102.98
High 103.78 101.85 -1.93 -1.9% 104.37
Low 101.52 98.96 -2.56 -2.5% 100.69
Close 102.07 100.10 -1.97 -1.9% 102.07
Range 2.26 2.89 0.63 27.9% 3.68
ATR 2.27 2.33 0.06 2.6% 0.00
Volume 7,482 8,273 791 10.6% 33,413
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 108.97 107.43 101.69
R3 106.08 104.54 100.89
R2 103.19 103.19 100.63
R1 101.65 101.65 100.36 100.98
PP 100.30 100.30 100.30 99.97
S1 98.76 98.76 99.84 98.09
S2 97.41 97.41 99.57
S3 94.52 95.87 99.31
S4 91.63 92.98 98.51
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 113.42 111.42 104.09
R3 109.74 107.74 103.08
R2 106.06 106.06 102.74
R1 104.06 104.06 102.41 103.22
PP 102.38 102.38 102.38 101.96
S1 100.38 100.38 101.73 99.54
S2 98.70 98.70 101.40
S3 95.02 96.70 101.06
S4 91.34 93.02 100.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.37 98.96 5.41 5.4% 2.29 2.3% 21% False True 6,970
10 105.34 98.96 6.38 6.4% 2.31 2.3% 18% False True 5,660
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.13
2.618 109.42
1.618 106.53
1.000 104.74
0.618 103.64
HIGH 101.85
0.618 100.75
0.500 100.41
0.382 100.06
LOW 98.96
0.618 97.17
1.000 96.07
1.618 94.28
2.618 91.39
4.250 86.68
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 100.41 101.67
PP 100.30 101.14
S1 100.20 100.62

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.