NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 100.31 101.86 1.55 1.5% 104.65
High 101.60 101.87 0.27 0.3% 106.95
Low 98.47 96.71 -1.76 -1.8% 99.01
Close 101.19 97.18 -4.01 -4.0% 101.16
Range 3.13 5.16 2.03 64.9% 7.94
ATR 3.17 3.31 0.14 4.5% 0.00
Volume 264,892 363,743 98,851 37.3% 1,783,961
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 114.07 110.78 100.02
R3 108.91 105.62 98.60
R2 103.75 103.75 98.13
R1 100.46 100.46 97.65 99.53
PP 98.59 98.59 98.59 98.12
S1 95.30 95.30 96.71 94.37
S2 93.43 93.43 96.23
S3 88.27 90.14 95.76
S4 83.11 84.98 94.34
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 126.19 121.62 105.53
R3 118.25 113.68 103.34
R2 110.31 110.31 102.62
R1 105.74 105.74 101.89 104.06
PP 102.37 102.37 102.37 101.53
S1 97.80 97.80 100.43 96.12
S2 94.43 94.43 99.70
S3 86.49 89.86 98.98
S4 78.55 81.92 96.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.92 96.71 9.21 9.5% 3.75 3.9% 5% False True 331,136
10 106.95 96.71 10.24 10.5% 3.34 3.4% 5% False True 354,064
20 106.95 87.09 19.86 20.4% 3.70 3.8% 51% False False 320,824
40 106.95 87.09 19.86 20.4% 2.89 3.0% 51% False False 243,826
60 106.95 87.09 19.86 20.4% 2.49 2.6% 51% False False 181,638
80 106.95 81.81 25.14 25.9% 2.33 2.4% 61% False False 141,670
100 106.95 81.81 25.14 25.9% 2.15 2.2% 61% False False 115,847
120 106.95 78.63 28.32 29.1% 2.06 2.1% 66% False False 98,172
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 0.66
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 123.80
2.618 115.38
1.618 110.22
1.000 107.03
0.618 105.06
HIGH 101.87
0.618 99.90
0.500 99.29
0.382 98.68
LOW 96.71
0.618 93.52
1.000 91.55
1.618 88.36
2.618 83.20
4.250 74.78
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 99.29 99.86
PP 98.59 98.96
S1 97.88 98.07

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.