NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 95.93 97.16 1.23 1.3% 97.24
High 97.08 102.38 5.30 5.5% 98.84
Low 95.63 97.14 1.51 1.6% 95.00
Close 96.74 99.26 2.52 2.6% 96.74
Range 1.45 5.24 3.79 261.4% 3.84
ATR 1.37 1.67 0.31 22.3% 0.00
Volume 10,839 8,679 -2,160 -19.9% 42,436
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 115.31 112.53 102.14
R3 110.07 107.29 100.70
R2 104.83 104.83 100.22
R1 102.05 102.05 99.74 103.44
PP 99.59 99.59 99.59 100.29
S1 96.81 96.81 98.78 98.20
S2 94.35 94.35 98.30
S3 89.11 91.57 97.82
S4 83.87 86.33 96.38
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 108.38 106.40 98.85
R3 104.54 102.56 97.80
R2 100.70 100.70 97.44
R1 98.72 98.72 97.09 97.79
PP 96.86 96.86 96.86 96.40
S1 94.88 94.88 96.39 93.95
S2 93.02 93.02 96.04
S3 89.18 91.04 95.68
S4 85.34 87.20 94.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.38 95.00 7.38 7.4% 2.18 2.2% 58% True False 8,164
10 102.38 95.00 7.38 7.4% 1.76 1.8% 58% True False 8,974
20 102.38 92.69 9.69 9.8% 1.62 1.6% 68% True False 9,396
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 0.15
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 124.65
2.618 116.10
1.618 110.86
1.000 107.62
0.618 105.62
HIGH 102.38
0.618 100.38
0.500 99.76
0.382 99.14
LOW 97.14
0.618 93.90
1.000 91.90
1.618 88.66
2.618 83.42
4.250 74.87
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 99.76 99.07
PP 99.59 98.88
S1 99.43 98.69

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.