NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 87.55 85.28 -2.27 -2.6% 89.26
High 87.66 89.73 2.07 2.4% 89.73
Low 85.42 85.11 -0.31 -0.4% 85.11
Close 85.64 89.34 3.70 4.3% 89.34
Range 2.24 4.62 2.38 106.3% 4.62
ATR 1.89 2.09 0.19 10.3% 0.00
Volume 348,140 553,314 205,174 58.9% 1,887,026
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.92 100.25 91.88
R3 97.30 95.63 90.61
R2 92.68 92.68 90.19
R1 91.01 91.01 89.76 91.85
PP 88.06 88.06 88.06 88.48
S1 86.39 86.39 88.92 87.23
S2 83.44 83.44 88.49
S3 78.82 81.77 88.07
S4 74.20 77.15 86.80
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.92 100.25 91.88
R3 97.30 95.63 90.61
R2 92.68 92.68 90.19
R1 91.01 91.01 89.76 91.85
PP 88.06 88.06 88.06 88.48
S1 86.39 86.39 88.92 87.23
S2 83.44 83.44 88.49
S3 78.82 81.77 88.07
S4 74.20 77.15 86.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.73 85.11 4.62 5.2% 2.54 2.8% 92% True True 377,405
10 93.02 85.11 7.91 8.9% 2.14 2.4% 53% False True 336,715
20 93.46 85.11 8.35 9.3% 2.20 2.5% 51% False True 254,735
40 93.46 85.11 8.35 9.3% 1.85 2.1% 51% False True 158,402
60 93.46 81.41 12.05 13.5% 1.90 2.1% 66% False False 116,268
80 93.46 81.41 12.05 13.5% 1.90 2.1% 66% False False 92,468
100 93.46 78.05 15.41 17.2% 1.83 2.0% 73% False False 77,505
120 93.46 74.29 19.17 21.5% 1.79 2.0% 79% False False 65,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 159 trading days
Fibonacci Retracements and Extensions
4.250 109.37
2.618 101.83
1.618 97.21
1.000 94.35
0.618 92.59
HIGH 89.73
0.618 87.97
0.500 87.42
0.382 86.87
LOW 85.11
0.618 82.25
1.000 80.49
1.618 77.63
2.618 73.01
4.250 65.48
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 88.70 88.70
PP 88.06 88.06
S1 87.42 87.42

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.