NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 86.42 84.32 -2.10 -2.4% 82.72
High 86.42 87.42 1.00 1.2% 85.08
Low 84.09 84.20 0.11 0.1% 80.89
Close 84.65 87.25 2.60 3.1% 84.35
Range 2.33 3.22 0.89 38.2% 4.19
ATR 2.04 2.13 0.08 4.1% 0.00
Volume 66,499 70,920 4,421 6.6% 248,873
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.95 94.82 89.02
R3 92.73 91.60 88.14
R2 89.51 89.51 87.84
R1 88.38 88.38 87.55 88.95
PP 86.29 86.29 86.29 86.57
S1 85.16 85.16 86.95 85.73
S2 83.07 83.07 86.66
S3 79.85 81.94 86.36
S4 76.63 78.72 85.48
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 96.01 94.37 86.65
R3 91.82 90.18 85.50
R2 87.63 87.63 85.12
R1 85.99 85.99 84.73 86.81
PP 83.44 83.44 83.44 83.85
S1 81.80 81.80 83.97 82.62
S2 79.25 79.25 83.58
S3 75.06 77.61 83.20
S4 70.87 73.42 82.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.42 81.60 5.82 6.7% 2.53 2.9% 97% True False 58,963
10 87.42 80.89 6.53 7.5% 2.29 2.6% 97% True False 62,911
20 89.44 80.89 8.55 9.8% 2.05 2.4% 74% False False 56,110
40 89.44 80.89 8.55 9.8% 2.02 2.3% 74% False False 42,955
60 89.44 77.34 12.10 13.9% 1.88 2.2% 82% False False 35,858
80 89.44 73.76 15.68 18.0% 1.82 2.1% 86% False False 29,083
100 89.44 73.76 15.68 18.0% 1.72 2.0% 86% False False 24,100
120 89.44 73.76 15.68 18.0% 1.60 1.8% 86% False False 20,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 101.11
2.618 95.85
1.618 92.63
1.000 90.64
0.618 89.41
HIGH 87.42
0.618 86.19
0.500 85.81
0.382 85.43
LOW 84.20
0.618 82.21
1.000 80.98
1.618 78.99
2.618 75.77
4.250 70.52
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 86.77 86.75
PP 86.29 86.25
S1 85.81 85.76

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.