NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 89.04 87.11 -1.93 -2.2% 99.92
High 90.89 87.66 -3.23 -3.6% 100.27
Low 86.43 83.94 -2.49 -2.9% 86.43
Close 90.24 84.77 -5.47 -6.1% 90.24
Range 4.46 3.72 -0.74 -16.6% 13.84
ATR 2.36 2.64 0.28 11.9% 0.00
Volume 5,792 5,850 58 1.0% 19,224
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.62 94.41 86.82
R3 92.90 90.69 85.79
R2 89.18 89.18 85.45
R1 86.97 86.97 85.11 86.22
PP 85.46 85.46 85.46 85.08
S1 83.25 83.25 84.43 82.50
S2 81.74 81.74 84.09
S3 78.02 79.53 83.75
S4 74.30 75.81 82.72
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 133.83 125.88 97.85
R3 119.99 112.04 94.05
R2 106.15 106.15 92.78
R1 98.20 98.20 91.51 95.26
PP 92.31 92.31 92.31 90.84
S1 84.36 84.36 88.97 81.42
S2 78.47 78.47 87.70
S3 64.63 70.52 86.43
S4 50.79 56.68 82.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.46 83.94 14.52 17.1% 3.44 4.1% 6% False True 4,669
10 102.67 83.94 18.73 22.1% 2.60 3.1% 4% False True 4,097
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.47
2.618 97.40
1.618 93.68
1.000 91.38
0.618 89.96
HIGH 87.66
0.618 86.24
0.500 85.80
0.382 85.36
LOW 83.94
0.618 81.64
1.000 80.22
1.618 77.92
2.618 74.20
4.250 68.13
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 85.80 89.35
PP 85.46 87.82
S1 85.11 86.30

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.