NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 94.38 97.28 2.90 3.1% 93.73
High 97.04 97.87 0.83 0.9% 97.87
Low 94.38 96.50 2.12 2.2% 93.12
Close 96.81 97.89 1.08 1.1% 97.89
Range 2.66 1.37 -1.29 -48.5% 4.75
ATR 2.22 2.16 -0.06 -2.7% 0.00
Volume 7,198 5,240 -1,958 -27.2% 27,576
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 101.53 101.08 98.64
R3 100.16 99.71 98.27
R2 98.79 98.79 98.14
R1 98.34 98.34 98.02 98.57
PP 97.42 97.42 97.42 97.53
S1 96.97 96.97 97.76 97.20
S2 96.05 96.05 97.64
S3 94.68 95.60 97.51
S4 93.31 94.23 97.14
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 110.54 108.97 100.50
R3 105.79 104.22 99.20
R2 101.04 101.04 98.76
R1 99.47 99.47 98.33 100.26
PP 96.29 96.29 96.29 96.69
S1 94.72 94.72 97.45 95.51
S2 91.54 91.54 97.02
S3 86.79 89.97 96.58
S4 82.04 85.22 95.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.87 93.12 4.75 4.9% 2.02 2.1% 100% True False 5,515
10 97.87 89.40 8.47 8.7% 1.51 1.5% 100% True False 5,343
20 97.87 85.15 12.72 13.0% 1.99 2.0% 100% True False 5,520
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 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.69
2.618 101.46
1.618 100.09
1.000 99.24
0.618 98.72
HIGH 97.87
0.618 97.35
0.500 97.19
0.382 97.02
LOW 96.50
0.618 95.65
1.000 95.13
1.618 94.28
2.618 92.91
4.250 90.68
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 97.66 97.22
PP 97.42 96.55
S1 97.19 95.88

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.