NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 84.22 86.46 2.24 2.7% 83.45
High 86.59 86.78 0.19 0.2% 86.78
Low 84.20 85.65 1.45 1.7% 83.43
Close 86.34 86.21 -0.13 -0.2% 86.21
Range 2.39 1.13 -1.26 -52.7% 3.35
ATR
Volume 2,198 1,727 -471 -21.4% 8,866
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 89.60 89.04 86.83
R3 88.47 87.91 86.52
R2 87.34 87.34 86.42
R1 86.78 86.78 86.31 86.50
PP 86.21 86.21 86.21 86.07
S1 85.65 85.65 86.11 85.37
S2 85.08 85.08 86.00
S3 83.95 84.52 85.90
S4 82.82 83.39 85.59
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 95.52 94.22 88.05
R3 92.17 90.87 87.13
R2 88.82 88.82 86.82
R1 87.52 87.52 86.52 88.17
PP 85.47 85.47 85.47 85.80
S1 84.17 84.17 85.90 84.82
S2 82.12 82.12 85.60
S3 78.77 80.82 85.29
S4 75.42 77.47 84.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.78 83.43 3.35 3.9% 1.11 1.3% 83% True False 2,321
10 89.09 83.43 5.66 6.6% 0.79 0.9% 49% False False 3,159
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 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.58
2.618 89.74
1.618 88.61
1.000 87.91
0.618 87.48
HIGH 86.78
0.618 86.35
0.500 86.22
0.382 86.08
LOW 85.65
0.618 84.95
1.000 84.52
1.618 83.82
2.618 82.69
4.250 80.85
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 86.22 85.84
PP 86.21 85.47
S1 86.21 85.11

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.