NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 88.90 89.16 0.26 0.3% 87.32
High 90.84 89.16 -1.68 -1.8% 89.28
Low 88.90 83.21 -5.69 -6.4% 79.11
Close 89.47 84.31 -5.16 -5.8% 87.60
Range 1.94 5.95 4.01 206.7% 10.17
ATR 3.00 3.23 0.23 7.8% 0.00
Volume 7,877 5,873 -2,004 -25.4% 56,091
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 103.41 99.81 87.58
R3 97.46 93.86 85.95
R2 91.51 91.51 85.40
R1 87.91 87.91 84.86 86.74
PP 85.56 85.56 85.56 84.97
S1 81.96 81.96 83.76 80.79
S2 79.61 79.61 83.22
S3 73.66 76.01 82.67
S4 67.71 70.06 81.04
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 115.84 111.89 93.19
R3 105.67 101.72 90.40
R2 95.50 95.50 89.46
R1 91.55 91.55 88.53 93.53
PP 85.33 85.33 85.33 86.32
S1 81.38 81.38 86.67 83.36
S2 75.16 75.16 85.74
S3 64.99 71.21 84.80
S4 54.82 61.04 82.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.84 83.21 7.63 9.0% 2.99 3.6% 14% False True 8,798
10 90.88 79.11 11.77 14.0% 3.82 4.5% 44% False False 9,462
20 102.81 79.11 23.70 28.1% 3.07 3.6% 22% False False 7,922
40 102.81 79.11 23.70 28.1% 2.43 2.9% 22% False False 6,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 114.45
2.618 104.74
1.618 98.79
1.000 95.11
0.618 92.84
HIGH 89.16
0.618 86.89
0.500 86.19
0.382 85.48
LOW 83.21
0.618 79.53
1.000 77.26
1.618 73.58
2.618 67.63
4.250 57.92
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 86.19 87.03
PP 85.56 86.12
S1 84.94 85.22

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.