NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 95.72 96.15 0.43 0.4% 93.67
High 96.23 96.49 0.26 0.3% 96.50
Low 95.13 95.42 0.29 0.3% 92.87
Close 96.00 95.82 -0.18 -0.2% 96.13
Range 1.10 1.07 -0.03 -2.7% 3.63
ATR 1.21 1.20 -0.01 -0.8% 0.00
Volume 5,872 6,291 419 7.1% 41,267
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 99.12 98.54 96.41
R3 98.05 97.47 96.11
R2 96.98 96.98 96.02
R1 96.40 96.40 95.92 96.16
PP 95.91 95.91 95.91 95.79
S1 95.33 95.33 95.72 95.09
S2 94.84 94.84 95.62
S3 93.77 94.26 95.53
S4 92.70 93.19 95.23
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 106.06 104.72 98.13
R3 102.43 101.09 97.13
R2 98.80 98.80 96.80
R1 97.46 97.46 96.46 98.13
PP 95.17 95.17 95.17 95.50
S1 93.83 93.83 95.80 94.50
S2 91.54 91.54 95.46
S3 87.91 90.20 95.13
S4 84.28 86.57 94.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.50 95.13 1.37 1.4% 0.98 1.0% 50% False False 7,342
10 96.50 91.94 4.56 4.8% 1.37 1.4% 85% False False 7,693
20 96.50 91.94 4.56 4.8% 1.24 1.3% 85% False False 5,338
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.04
2.618 99.29
1.618 98.22
1.000 97.56
0.618 97.15
HIGH 96.49
0.618 96.08
0.500 95.96
0.382 95.83
LOW 95.42
0.618 94.76
1.000 94.35
1.618 93.69
2.618 92.62
4.250 90.87
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 95.96 95.82
PP 95.91 95.81
S1 95.87 95.81

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.