NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 104.85 104.96 0.11 0.1% 98.50
High 105.79 105.92 0.13 0.1% 104.94
Low 103.33 103.90 0.57 0.6% 96.37
Close 105.02 104.38 -0.64 -0.6% 104.42
Range 2.46 2.02 -0.44 -17.9% 8.57
ATR 3.08 3.00 -0.08 -2.5% 0.00
Volume 385,442 318,767 -66,675 -17.3% 1,665,605
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 110.79 109.61 105.49
R3 108.77 107.59 104.94
R2 106.75 106.75 104.75
R1 105.57 105.57 104.57 105.15
PP 104.73 104.73 104.73 104.53
S1 103.55 103.55 104.19 103.13
S2 102.71 102.71 104.01
S3 100.69 101.53 103.82
S4 98.67 99.51 103.27
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.62 124.59 109.13
R3 119.05 116.02 106.78
R2 110.48 110.48 105.99
R1 107.45 107.45 105.21 108.97
PP 101.91 101.91 101.91 102.67
S1 98.88 98.88 103.63 100.40
S2 93.34 93.34 102.85
S3 84.77 90.31 102.06
S4 76.20 81.74 99.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.95 100.15 6.80 6.5% 2.67 2.6% 62% False False 356,742
10 106.95 95.62 11.33 10.9% 3.51 3.4% 77% False False 351,405
20 106.95 87.09 19.86 19.0% 3.22 3.1% 87% False False 300,853
40 106.95 87.09 19.86 19.0% 2.63 2.5% 87% False False 220,393
60 106.95 87.09 19.86 19.0% 2.31 2.2% 87% False False 161,024
80 106.95 81.81 25.14 24.1% 2.21 2.1% 90% False False 125,647
100 106.95 81.81 25.14 24.1% 2.07 2.0% 90% False False 102,799
120 106.95 78.63 28.32 27.1% 1.98 1.9% 91% False False 87,317
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.02
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 114.51
2.618 111.21
1.618 109.19
1.000 107.94
0.618 107.17
HIGH 105.92
0.618 105.15
0.500 104.91
0.382 104.67
LOW 103.90
0.618 102.65
1.000 101.88
1.618 100.63
2.618 98.61
4.250 95.32
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 104.91 105.14
PP 104.73 104.89
S1 104.56 104.63

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.