NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 100.88 98.71 -2.17 -2.2% 114.61
High 103.24 104.29 1.05 1.0% 115.52
Low 95.51 98.48 2.97 3.1% 95.51
Close 98.14 103.47 5.33 5.4% 98.14
Range 7.73 5.81 -1.92 -24.8% 20.01
ATR 3.50 3.69 0.19 5.4% 0.00
Volume 58,603 59,221 618 1.1% 182,866
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 119.51 117.30 106.67
R3 113.70 111.49 105.07
R2 107.89 107.89 104.54
R1 105.68 105.68 104.00 106.79
PP 102.08 102.08 102.08 102.63
S1 99.87 99.87 102.94 100.98
S2 96.27 96.27 102.40
S3 90.46 94.06 101.87
S4 84.65 88.25 100.27
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 163.09 150.62 109.15
R3 143.08 130.61 103.64
R2 123.07 123.07 101.81
R1 110.60 110.60 99.97 106.83
PP 103.06 103.06 103.06 101.17
S1 90.59 90.59 96.31 86.82
S2 83.05 83.05 94.47
S3 63.04 70.58 92.64
S4 43.03 50.57 87.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.91 95.51 18.40 17.8% 6.00 5.8% 43% False False 44,029
10 115.52 95.51 20.01 19.3% 4.21 4.1% 40% False False 36,750
20 115.52 95.51 20.01 19.3% 3.58 3.5% 40% False False 32,479
40 115.52 95.51 20.01 19.3% 2.90 2.8% 40% False False 23,827
60 115.52 93.92 21.60 20.9% 2.79 2.7% 44% False False 23,355
80 115.52 91.88 23.64 22.8% 2.45 2.4% 49% False False 21,086
100 115.52 89.80 25.72 24.9% 2.22 2.1% 53% False False 18,015
120 115.52 83.43 32.09 31.0% 2.04 2.0% 62% False False 15,679
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 0.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.98
2.618 119.50
1.618 113.69
1.000 110.10
0.618 107.88
HIGH 104.29
0.618 102.07
0.500 101.39
0.382 100.70
LOW 98.48
0.618 94.89
1.000 92.67
1.618 89.08
2.618 83.27
4.250 73.79
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 102.78 103.25
PP 102.08 103.03
S1 101.39 102.81

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.