NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 93.95 91.86 -2.09 -2.2% 92.80
High 94.26 93.66 -0.60 -0.6% 93.90
Low 91.09 90.80 -0.29 -0.3% 91.06
Close 92.07 93.23 1.16 1.3% 93.41
Range 3.17 2.86 -0.31 -9.8% 2.84
ATR 1.60 1.69 0.09 5.6% 0.00
Volume 22,850 38,673 15,823 69.2% 70,995
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.14 100.05 94.80
R3 98.28 97.19 94.02
R2 95.42 95.42 93.75
R1 94.33 94.33 93.49 94.88
PP 92.56 92.56 92.56 92.84
S1 91.47 91.47 92.97 92.02
S2 89.70 89.70 92.71
S3 86.84 88.61 92.44
S4 83.98 85.75 91.66
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.31 100.20 94.97
R3 98.47 97.36 94.19
R2 95.63 95.63 93.93
R1 94.52 94.52 93.67 95.08
PP 92.79 92.79 92.79 93.07
S1 91.68 91.68 93.15 92.24
S2 89.95 89.95 92.89
S3 87.11 88.84 92.63
S4 84.27 86.00 91.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.66 90.80 3.86 4.1% 2.46 2.6% 63% False True 22,877
10 94.66 90.80 3.86 4.1% 1.69 1.8% 63% False True 18,733
20 94.66 88.68 5.98 6.4% 1.53 1.6% 76% False False 18,748
40 94.66 82.22 12.44 13.3% 1.59 1.7% 89% False False 14,983
60 94.66 82.22 12.44 13.3% 1.50 1.6% 89% False False 12,349
80 94.66 79.39 15.27 16.4% 1.37 1.5% 91% False False 10,878
100 94.66 75.91 18.75 20.1% 1.24 1.3% 92% False False 9,370
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.82
2.618 101.15
1.618 98.29
1.000 96.52
0.618 95.43
HIGH 93.66
0.618 92.57
0.500 92.23
0.382 91.89
LOW 90.80
0.618 89.03
1.000 87.94
1.618 86.17
2.618 83.31
4.250 78.65
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 92.90 93.06
PP 92.56 92.90
S1 92.23 92.73

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.