NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 84.97 82.86 -2.11 -2.5% 88.04
High 85.20 83.17 -2.03 -2.4% 89.10
Low 82.56 80.65 -1.91 -2.3% 85.00
Close 82.84 81.04 -1.80 -2.2% 85.34
Range 2.64 2.52 -0.12 -4.5% 4.10
ATR 1.97 2.01 0.04 2.0% 0.00
Volume 149,117 224,785 75,668 50.7% 738,526
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.18 87.63 82.43
R3 86.66 85.11 81.73
R2 84.14 84.14 81.50
R1 82.59 82.59 81.27 82.11
PP 81.62 81.62 81.62 81.38
S1 80.07 80.07 80.81 79.59
S2 79.10 79.10 80.58
S3 76.58 77.55 80.35
S4 74.06 75.03 79.65
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 98.78 96.16 87.60
R3 94.68 92.06 86.47
R2 90.58 90.58 86.09
R1 87.96 87.96 85.72 87.22
PP 86.48 86.48 86.48 86.11
S1 83.86 83.86 84.96 83.12
S2 82.38 82.38 84.59
S3 78.28 79.76 84.21
S4 74.18 75.66 83.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.10 80.65 8.45 10.4% 2.17 2.7% 5% False True 187,660
10 89.10 80.65 8.45 10.4% 1.99 2.5% 5% False True 150,754
20 89.10 80.65 8.45 10.4% 1.86 2.3% 5% False True 113,422
40 89.10 76.41 12.69 15.7% 1.99 2.5% 36% False False 91,544
60 89.10 73.12 15.98 19.7% 1.95 2.4% 50% False False 73,608
80 89.10 73.12 15.98 19.7% 1.86 2.3% 50% False False 58,017
100 89.10 73.12 15.98 19.7% 1.85 2.3% 50% False False 47,597
120 89.10 73.12 15.98 19.7% 1.81 2.2% 50% False False 40,464
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.88
2.618 89.77
1.618 87.25
1.000 85.69
0.618 84.73
HIGH 83.17
0.618 82.21
0.500 81.91
0.382 81.61
LOW 80.65
0.618 79.09
1.000 78.13
1.618 76.57
2.618 74.05
4.250 69.94
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 81.91 83.44
PP 81.62 82.64
S1 81.33 81.84

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.