NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 94.60 95.29 0.69 0.7% 95.35
High 95.37 96.89 1.52 1.6% 96.89
Low 94.22 94.55 0.33 0.4% 92.69
Close 94.44 96.96 2.52 2.7% 96.96
Range 1.15 2.34 1.19 103.5% 4.20
ATR
Volume 3,674 11,557 7,883 214.6% 36,620
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.15 102.40 98.25
R3 100.81 100.06 97.60
R2 98.47 98.47 97.39
R1 97.72 97.72 97.17 98.10
PP 96.13 96.13 96.13 96.32
S1 95.38 95.38 96.75 95.76
S2 93.79 93.79 96.53
S3 91.45 93.04 96.32
S4 89.11 90.70 95.67
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 108.11 106.74 99.27
R3 103.91 102.54 98.12
R2 99.71 99.71 97.73
R1 98.34 98.34 97.35 99.03
PP 95.51 95.51 95.51 95.86
S1 94.14 94.14 96.58 94.83
S2 91.31 91.31 96.19
S3 87.11 89.94 95.81
S4 82.91 85.74 94.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.89 92.69 4.20 4.3% 1.66 1.7% 102% True False 7,324
10 96.89 92.69 4.20 4.3% 1.33 1.4% 102% True False 5,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 106.84
2.618 103.02
1.618 100.68
1.000 99.23
0.618 98.34
HIGH 96.89
0.618 96.00
0.500 95.72
0.382 95.44
LOW 94.55
0.618 93.10
1.000 92.21
1.618 90.76
2.618 88.42
4.250 84.61
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 96.55 96.29
PP 96.13 95.61
S1 95.72 94.94

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.