NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 91.12 92.93 1.81 2.0% 92.07
High 93.45 94.13 0.68 0.7% 93.45
Low 90.54 92.79 2.25 2.5% 90.54
Close 92.91 93.14 0.23 0.2% 92.91
Range 2.91 1.34 -1.57 -54.0% 2.91
ATR 1.59 1.57 -0.02 -1.1% 0.00
Volume 34,478 23,303 -11,175 -32.4% 98,396
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.37 96.60 93.88
R3 96.03 95.26 93.51
R2 94.69 94.69 93.39
R1 93.92 93.92 93.26 94.31
PP 93.35 93.35 93.35 93.55
S1 92.58 92.58 93.02 92.97
S2 92.01 92.01 92.89
S3 90.67 91.24 92.77
S4 89.33 89.90 92.40
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.03 99.88 94.51
R3 98.12 96.97 93.71
R2 95.21 95.21 93.44
R1 94.06 94.06 93.18 94.64
PP 92.30 92.30 92.30 92.59
S1 91.15 91.15 92.64 91.73
S2 89.39 89.39 92.38
S3 86.48 88.24 92.11
S4 83.57 85.33 91.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.13 90.54 3.59 3.9% 1.58 1.7% 72% True False 20,928
10 94.13 89.25 4.88 5.2% 1.38 1.5% 80% True False 26,581
20 94.13 88.43 5.70 6.1% 1.47 1.6% 83% True False 28,002
40 94.13 81.81 12.32 13.2% 1.65 1.8% 92% True False 21,821
60 94.13 81.81 12.32 13.2% 1.61 1.7% 92% True False 17,810
80 94.13 78.63 15.50 16.6% 1.56 1.7% 94% True False 15,751
100 94.13 74.98 19.15 20.6% 1.49 1.6% 95% True False 13,437
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.83
2.618 97.64
1.618 96.30
1.000 95.47
0.618 94.96
HIGH 94.13
0.618 93.62
0.500 93.46
0.382 93.30
LOW 92.79
0.618 91.96
1.000 91.45
1.618 90.62
2.618 89.28
4.250 87.10
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 93.46 92.87
PP 93.35 92.60
S1 93.25 92.34

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.