NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 98.80 97.80 -1.00 -1.0% 98.23
High 98.80 100.15 1.35 1.4% 101.65
Low 97.22 96.49 -0.73 -0.8% 97.83
Close 98.20 100.12 1.92 2.0% 99.16
Range 1.58 3.66 2.08 131.6% 3.82
ATR 2.16 2.26 0.11 5.0% 0.00
Volume 6,905 6,738 -167 -2.4% 21,718
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 109.90 108.67 102.13
R3 106.24 105.01 101.13
R2 102.58 102.58 100.79
R1 101.35 101.35 100.46 101.97
PP 98.92 98.92 98.92 99.23
S1 97.69 97.69 99.78 98.31
S2 95.26 95.26 99.45
S3 91.60 94.03 99.11
S4 87.94 90.37 98.11
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.01 108.90 101.26
R3 107.19 105.08 100.21
R2 103.37 103.37 99.86
R1 101.26 101.26 99.51 102.32
PP 99.55 99.55 99.55 100.07
S1 97.44 97.44 98.81 98.50
S2 95.73 95.73 98.46
S3 91.91 93.62 98.11
S4 88.09 89.80 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.65 96.49 5.16 5.2% 2.39 2.4% 70% False True 6,181
10 101.65 94.16 7.49 7.5% 2.11 2.1% 80% False False 5,605
20 101.98 93.29 8.69 8.7% 2.06 2.1% 79% False False 5,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 115.71
2.618 109.73
1.618 106.07
1.000 103.81
0.618 102.41
HIGH 100.15
0.618 98.75
0.500 98.32
0.382 97.89
LOW 96.49
0.618 94.23
1.000 92.83
1.618 90.57
2.618 86.91
4.250 80.94
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 99.52 99.77
PP 98.92 99.42
S1 98.32 99.07

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.