NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 99.70 102.20 2.50 2.5% 97.24
High 102.55 105.32 2.77 2.7% 98.84
Low 99.70 99.43 -0.27 -0.3% 95.00
Close 101.79 100.81 -0.98 -1.0% 96.74
Range 2.85 5.89 3.04 106.7% 3.84
ATR 1.79 2.08 0.29 16.4% 0.00
Volume 15,049 19,291 4,242 28.2% 42,436
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 119.52 116.06 104.05
R3 113.63 110.17 102.43
R2 107.74 107.74 101.89
R1 104.28 104.28 101.35 103.07
PP 101.85 101.85 101.85 101.25
S1 98.39 98.39 100.27 97.18
S2 95.96 95.96 99.73
S3 90.07 92.50 99.19
S4 84.18 86.61 97.57
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
5 105.32 95.00 10.32 10.2% 3.33 3.3% 56% True False 12,450
10 105.32 95.00 10.32 10.2% 2.36 2.3% 56% True False 10,917
20 105.32 94.22 11.10 11.0% 1.89 1.9% 59% True False 10,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 130.35
2.618 120.74
1.618 114.85
1.000 111.21
0.618 108.96
HIGH 105.32
0.618 103.07
0.500 102.38
0.382 101.68
LOW 99.43
0.618 95.79
1.000 93.54
1.618 89.90
2.618 84.01
4.250 74.40
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 102.38 101.23
PP 101.85 101.09
S1 101.33 100.95

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.