NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 91.73 91.50 -0.23 -0.3% 93.54
High 91.79 93.54 1.75 1.9% 96.21
Low 90.17 91.01 0.84 0.9% 90.27
Close 91.17 93.46 2.29 2.5% 91.71
Range 1.62 2.53 0.91 56.2% 5.94
ATR 3.02 2.98 -0.03 -1.2% 0.00
Volume 85,668 64,061 -21,607 -25.2% 375,108
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 100.26 99.39 94.85
R3 97.73 96.86 94.16
R2 95.20 95.20 93.92
R1 94.33 94.33 93.69 94.77
PP 92.67 92.67 92.67 92.89
S1 91.80 91.80 93.23 92.24
S2 90.14 90.14 93.00
S3 87.61 89.27 92.76
S4 85.08 86.74 92.07
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.55 107.07 94.98
R3 104.61 101.13 93.34
R2 98.67 98.67 92.80
R1 95.19 95.19 92.25 93.96
PP 92.73 92.73 92.73 92.12
S1 89.25 89.25 91.17 88.02
S2 86.79 86.79 90.62
S3 80.85 83.31 90.08
S4 74.91 77.37 88.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.21 90.17 6.04 6.5% 2.78 3.0% 54% False False 86,114
10 100.79 90.17 10.62 11.4% 2.94 3.1% 31% False False 71,481
20 104.31 90.17 14.14 15.1% 2.81 3.0% 23% False False 69,310
40 114.05 90.17 23.88 25.6% 3.44 3.7% 14% False False 53,205
60 115.63 90.17 25.46 27.2% 3.07 3.3% 13% False False 42,667
80 115.63 90.17 25.46 27.2% 2.87 3.1% 13% False False 36,028
100 115.63 90.17 25.46 27.2% 2.76 3.0% 13% False False 32,347
120 115.63 90.17 25.46 27.2% 2.53 2.7% 13% False False 28,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.29
2.618 100.16
1.618 97.63
1.000 96.07
0.618 95.10
HIGH 93.54
0.618 92.57
0.500 92.28
0.382 91.98
LOW 91.01
0.618 89.45
1.000 88.48
1.618 86.92
2.618 84.39
4.250 80.26
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 93.07 92.93
PP 92.67 92.39
S1 92.28 91.86

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.