NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 82.71 84.60 1.89 2.3% 88.27
High 85.85 85.73 -0.12 -0.1% 89.19
Low 82.71 82.56 -0.15 -0.2% 78.94
Close 85.59 82.55 -3.04 -3.6% 81.31
Range 3.14 3.17 0.03 1.0% 10.25
ATR 3.06 3.07 0.01 0.3% 0.00
Volume 6,256 5,692 -564 -9.0% 36,041
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 93.12 91.01 84.29
R3 89.95 87.84 83.42
R2 86.78 86.78 83.13
R1 84.67 84.67 82.84 84.14
PP 83.61 83.61 83.61 83.35
S1 81.50 81.50 82.26 80.97
S2 80.44 80.44 81.97
S3 77.27 78.33 81.68
S4 74.10 75.16 80.81
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.90 107.85 86.95
R3 103.65 97.60 84.13
R2 93.40 93.40 83.19
R1 87.35 87.35 82.25 85.25
PP 83.15 83.15 83.15 82.10
S1 77.10 77.10 80.37 75.00
S2 72.90 72.90 79.43
S3 62.65 66.85 78.49
S4 52.40 56.60 75.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.85 78.72 7.13 8.6% 3.71 4.5% 54% False False 7,628
10 91.16 78.72 12.44 15.1% 2.99 3.6% 31% False False 7,480
20 91.44 78.72 12.72 15.4% 2.70 3.3% 30% False False 8,091
40 96.63 78.72 17.91 21.7% 2.82 3.4% 21% False False 6,778
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.20
2.618 94.03
1.618 90.86
1.000 88.90
0.618 87.69
HIGH 85.73
0.618 84.52
0.500 84.15
0.382 83.77
LOW 82.56
0.618 80.60
1.000 79.39
1.618 77.43
2.618 74.26
4.250 69.09
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 84.15 82.46
PP 83.61 82.37
S1 83.08 82.29

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.