NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 99.27 101.24 1.97 2.0% 99.96
High 101.63 101.90 0.27 0.3% 101.42
Low 98.20 99.62 1.42 1.4% 95.54
Close 101.32 100.23 -1.09 -1.1% 100.10
Range 3.43 2.28 -1.15 -33.5% 5.88
ATR 3.76 3.65 -0.11 -2.8% 0.00
Volume 339,324 315,437 -23,887 -7.0% 1,239,915
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 107.42 106.11 101.48
R3 105.14 103.83 100.86
R2 102.86 102.86 100.65
R1 101.55 101.55 100.44 101.07
PP 100.58 100.58 100.58 100.34
S1 99.27 99.27 100.02 98.79
S2 98.30 98.30 99.81
S3 96.02 96.99 99.60
S4 93.74 94.71 98.98
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.66 114.26 103.33
R3 110.78 108.38 101.72
R2 104.90 104.90 101.18
R1 102.50 102.50 100.64 103.70
PP 99.02 99.02 99.02 99.62
S1 96.62 96.62 99.56 97.82
S2 93.14 93.14 99.02
S3 87.26 90.74 98.48
S4 81.38 84.86 96.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.90 96.35 5.55 5.5% 3.38 3.4% 70% True False 327,643
10 101.90 95.54 6.36 6.3% 3.21 3.2% 74% True False 271,629
20 115.27 95.18 20.09 20.0% 4.23 4.2% 25% False False 195,103
40 115.27 95.18 20.09 20.0% 3.35 3.3% 25% False False 126,536
60 115.27 95.18 20.09 20.0% 3.15 3.1% 25% False False 94,665
80 115.27 93.10 22.17 22.1% 2.98 3.0% 32% False False 79,210
100 115.27 91.28 23.99 23.9% 2.73 2.7% 37% False False 67,805
120 115.27 89.17 26.10 26.0% 2.47 2.5% 42% False False 57,672
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 0.82
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 111.59
2.618 107.87
1.618 105.59
1.000 104.18
0.618 103.31
HIGH 101.90
0.618 101.03
0.500 100.76
0.382 100.49
LOW 99.62
0.618 98.21
1.000 97.34
1.618 95.93
2.618 93.65
4.250 89.93
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 100.76 99.91
PP 100.58 99.58
S1 100.41 99.26

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.