NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 97.10 98.74 1.64 1.7% 94.09
High 98.70 98.78 0.08 0.1% 98.70
Low 97.02 97.06 0.04 0.0% 93.19
Close 98.63 98.10 -0.53 -0.5% 98.63
Range 1.68 1.72 0.04 2.4% 5.51
ATR 2.73 2.66 -0.07 -2.6% 0.00
Volume 30,424 36,252 5,828 19.2% 171,330
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.14 102.34 99.05
R3 101.42 100.62 98.57
R2 99.70 99.70 98.42
R1 98.90 98.90 98.26 98.44
PP 97.98 97.98 97.98 97.75
S1 97.18 97.18 97.94 96.72
S2 96.26 96.26 97.78
S3 94.54 95.46 97.63
S4 92.82 93.74 97.15
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 113.37 111.51 101.66
R3 107.86 106.00 100.15
R2 102.35 102.35 99.64
R1 100.49 100.49 99.14 101.42
PP 96.84 96.84 96.84 97.31
S1 94.98 94.98 98.12 95.91
S2 91.33 91.33 97.62
S3 85.82 89.47 97.11
S4 80.31 83.96 95.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.78 94.38 4.40 4.5% 2.17 2.2% 85% True False 36,920
10 98.78 88.85 9.93 10.1% 2.45 2.5% 93% True False 32,616
20 98.78 84.69 14.09 14.4% 2.68 2.7% 95% True False 33,553
40 98.78 75.90 22.88 23.3% 2.87 2.9% 97% True False 25,866
60 98.78 75.90 22.88 23.3% 2.70 2.8% 97% True False 21,534
80 102.81 75.90 26.91 27.4% 2.83 2.9% 82% False False 18,221
100 102.81 75.90 26.91 27.4% 2.60 2.6% 82% False False 15,744
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.09
2.618 103.28
1.618 101.56
1.000 100.50
0.618 99.84
HIGH 98.78
0.618 98.12
0.500 97.92
0.382 97.72
LOW 97.06
0.618 96.00
1.000 95.34
1.618 94.28
2.618 92.56
4.250 89.75
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 98.04 97.70
PP 97.98 97.29
S1 97.92 96.89

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.