NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 96.40 97.83 1.43 1.5% 96.45
High 98.12 98.05 -0.07 -0.1% 99.61
Low 95.63 95.05 -0.58 -0.6% 94.02
Close 97.60 96.25 -1.35 -1.4% 97.60
Range 2.49 3.00 0.51 20.5% 5.59
ATR 2.93 2.94 0.00 0.2% 0.00
Volume 184,909 168,865 -16,044 -8.7% 709,408
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.45 103.85 97.90
R3 102.45 100.85 97.08
R2 99.45 99.45 96.80
R1 97.85 97.85 96.53 97.15
PP 96.45 96.45 96.45 96.10
S1 94.85 94.85 95.98 94.15
S2 93.45 93.45 95.70
S3 90.45 91.85 95.43
S4 87.45 88.85 94.60
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.85 111.31 100.67
R3 108.26 105.72 99.14
R2 102.67 102.67 98.62
R1 100.13 100.13 98.11 101.40
PP 97.08 97.08 97.08 97.71
S1 94.54 94.54 97.09 95.81
S2 91.49 91.49 96.58
S3 85.90 88.95 96.06
S4 80.31 83.36 94.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.61 94.02 5.59 5.8% 3.28 3.4% 40% False False 149,420
10 99.87 94.02 5.85 6.1% 2.96 3.1% 38% False False 119,878
20 99.87 90.17 9.70 10.1% 2.75 2.9% 63% False False 97,877
40 104.31 90.17 14.14 14.7% 2.85 3.0% 43% False False 77,705
60 115.63 90.17 25.46 26.5% 3.16 3.3% 24% False False 62,098
80 115.63 90.17 25.46 26.5% 2.89 3.0% 24% False False 51,203
100 115.63 90.17 25.46 26.5% 2.87 3.0% 24% False False 44,747
120 115.63 90.17 25.46 26.5% 2.70 2.8% 24% False False 39,824
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 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.80
2.618 105.90
1.618 102.90
1.000 101.05
0.618 99.90
HIGH 98.05
0.618 96.90
0.500 96.55
0.382 96.20
LOW 95.05
0.618 93.20
1.000 92.05
1.618 90.20
2.618 87.20
4.250 82.30
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 96.55 97.14
PP 96.45 96.84
S1 96.35 96.55

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.