NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 92.50 94.06 1.56 1.7% 92.67
High 94.25 94.24 -0.01 0.0% 94.20
Low 91.39 92.09 0.70 0.8% 91.40
Close 93.87 92.54 -1.33 -1.4% 93.78
Range 2.86 2.15 -0.71 -24.8% 2.80
ATR 1.71 1.74 0.03 1.8% 0.00
Volume 53,944 66,486 12,542 23.3% 85,043
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 99.41 98.12 93.72
R3 97.26 95.97 93.13
R2 95.11 95.11 92.93
R1 93.82 93.82 92.74 93.39
PP 92.96 92.96 92.96 92.74
S1 91.67 91.67 92.34 91.24
S2 90.81 90.81 92.15
S3 88.66 89.52 91.95
S4 86.51 87.37 91.36
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.53 100.45 95.32
R3 98.73 97.65 94.55
R2 95.93 95.93 94.29
R1 94.85 94.85 94.04 95.39
PP 93.13 93.13 93.13 93.40
S1 92.05 92.05 93.52 92.59
S2 90.33 90.33 93.27
S3 87.53 89.25 93.01
S4 84.73 86.45 92.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.02 91.39 3.63 3.9% 2.43 2.6% 32% False False 39,305
10 95.02 91.39 3.63 3.9% 1.81 2.0% 32% False False 28,412
20 95.02 88.86 6.16 6.7% 1.55 1.7% 60% False False 29,149
40 95.02 82.46 12.56 13.6% 1.71 1.8% 80% False False 28,918
60 95.02 82.46 12.56 13.6% 1.71 1.8% 80% False False 25,293
80 95.02 79.39 15.63 16.9% 1.70 1.8% 84% False False 24,337
100 95.02 75.70 19.32 20.9% 1.67 1.8% 87% False False 21,844
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.38
2.618 99.87
1.618 97.72
1.000 96.39
0.618 95.57
HIGH 94.24
0.618 93.42
0.500 93.17
0.382 92.91
LOW 92.09
0.618 90.76
1.000 89.94
1.618 88.61
2.618 86.46
4.250 82.95
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 93.17 93.04
PP 92.96 92.87
S1 92.75 92.71

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.