NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 87.41 87.35 -0.06 -0.1% 89.97
High 88.11 87.95 -0.16 -0.2% 92.84
Low 85.88 86.36 0.48 0.6% 88.40
Close 86.94 86.71 -0.23 -0.3% 89.03
Range 2.23 1.59 -0.64 -28.7% 4.44
ATR 2.27 2.22 -0.05 -2.1% 0.00
Volume 366,793 324,981 -41,812 -11.4% 1,695,062
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 91.78 90.83 87.58
R3 90.19 89.24 87.15
R2 88.60 88.60 87.00
R1 87.65 87.65 86.86 87.33
PP 87.01 87.01 87.01 86.85
S1 86.06 86.06 86.56 85.74
S2 85.42 85.42 86.42
S3 83.83 84.47 86.27
S4 82.24 82.88 85.84
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.41 100.66 91.47
R3 98.97 96.22 90.25
R2 94.53 94.53 89.84
R1 91.78 91.78 89.44 90.94
PP 90.09 90.09 90.09 89.67
S1 87.34 87.34 88.62 86.50
S2 85.65 85.65 88.22
S3 81.21 82.90 87.81
S4 76.77 78.46 86.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.05 85.88 6.17 7.1% 2.29 2.6% 13% False False 316,763
10 92.84 85.11 7.73 8.9% 2.64 3.0% 21% False False 356,909
20 93.46 85.11 8.35 9.6% 2.20 2.5% 19% False False 327,005
40 93.46 85.11 8.35 9.6% 1.98 2.3% 19% False False 211,521
60 93.46 81.41 12.05 13.9% 1.99 2.3% 44% False False 156,600
80 93.46 81.41 12.05 13.9% 1.96 2.3% 44% False False 123,669
100 93.46 78.05 15.41 17.8% 1.91 2.2% 56% False False 102,834
120 93.46 74.29 19.17 22.1% 1.85 2.1% 65% False False 87,723
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 94.71
2.618 92.11
1.618 90.52
1.000 89.54
0.618 88.93
HIGH 87.95
0.618 87.34
0.500 87.16
0.382 86.97
LOW 86.36
0.618 85.38
1.000 84.77
1.618 83.79
2.618 82.20
4.250 79.60
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 87.16 87.71
PP 87.01 87.38
S1 86.86 87.04

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.