NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 97.57 99.76 2.19 2.2% 98.11
High 100.99 100.79 -0.20 -0.2% 104.60
Low 97.46 98.16 0.70 0.7% 95.25
Close 100.10 98.44 -1.66 -1.7% 99.65
Range 3.53 2.63 -0.90 -25.5% 9.35
ATR 3.93 3.84 -0.09 -2.4% 0.00
Volume 265,459 94,406 -171,053 -64.4% 2,139,498
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 107.02 105.36 99.89
R3 104.39 102.73 99.16
R2 101.76 101.76 98.92
R1 100.10 100.10 98.68 99.62
PP 99.13 99.13 99.13 98.89
S1 97.47 97.47 98.20 96.99
S2 96.50 96.50 97.96
S3 93.87 94.84 97.72
S4 91.24 92.21 96.99
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 127.88 123.12 104.79
R3 118.53 113.77 102.22
R2 109.18 109.18 101.36
R1 104.42 104.42 100.51 106.80
PP 99.83 99.83 99.83 101.03
S1 95.07 95.07 98.79 97.45
S2 90.48 90.48 97.94
S3 81.13 85.72 97.08
S4 71.78 76.37 94.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.99 95.02 5.97 6.1% 3.08 3.1% 57% False False 268,462
10 104.60 94.63 9.97 10.1% 4.53 4.6% 38% False False 371,490
20 114.83 94.63 20.20 20.5% 3.92 4.0% 19% False False 335,866
40 114.83 94.63 20.20 20.5% 3.21 3.3% 19% False False 240,834
60 114.83 94.63 20.20 20.5% 3.28 3.3% 19% False False 188,092
80 114.83 90.69 24.14 24.5% 3.02 3.1% 32% False False 162,412
100 114.83 90.50 24.33 24.7% 2.77 2.8% 33% False False 140,057
120 114.83 85.31 29.52 30.0% 2.56 2.6% 44% False False 122,011
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.16
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 111.97
2.618 107.68
1.618 105.05
1.000 103.42
0.618 102.42
HIGH 100.79
0.618 99.79
0.500 99.48
0.382 99.16
LOW 98.16
0.618 96.53
1.000 95.53
1.618 93.90
2.618 91.27
4.250 86.98
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 99.48 98.30
PP 99.13 98.15
S1 98.79 98.01

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.