NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 93.89 95.47 1.58 1.7% 93.54
High 96.36 96.32 -0.04 0.0% 96.21
Low 93.22 94.43 1.21 1.3% 90.27
Close 95.32 95.96 0.64 0.7% 91.71
Range 3.14 1.89 -1.25 -39.8% 5.94
ATR 2.99 2.91 -0.08 -2.6% 0.00
Volume 78,880 81,722 2,842 3.6% 375,108
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 101.24 100.49 97.00
R3 99.35 98.60 96.48
R2 97.46 97.46 96.31
R1 96.71 96.71 96.13 97.09
PP 95.57 95.57 95.57 95.76
S1 94.82 94.82 95.79 95.20
S2 93.68 93.68 95.61
S3 91.79 92.93 95.44
S4 89.90 91.04 94.92
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 96.36 90.17 6.19 6.5% 2.33 2.4% 94% False False 91,059
10 96.36 90.17 6.19 6.5% 2.70 2.8% 94% False False 73,696
20 103.35 90.17 13.18 13.7% 2.78 2.9% 44% False False 72,206
40 110.27 90.17 20.10 20.9% 3.43 3.6% 29% False False 56,152
60 115.63 90.17 25.46 26.5% 3.12 3.3% 23% False False 44,854
80 115.63 90.17 25.46 26.5% 2.88 3.0% 23% False False 37,315
100 115.63 90.17 25.46 26.5% 2.78 2.9% 23% False False 33,680
120 115.63 90.17 25.46 26.5% 2.55 2.7% 23% False False 29,995
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.35
2.618 101.27
1.618 99.38
1.000 98.21
0.618 97.49
HIGH 96.32
0.618 95.60
0.500 95.38
0.382 95.15
LOW 94.43
0.618 93.26
1.000 92.54
1.618 91.37
2.618 89.48
4.250 86.40
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 95.77 95.20
PP 95.57 94.44
S1 95.38 93.69

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.