NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 96.17 96.15 -0.02 0.0% 91.90
High 96.46 98.50 2.04 2.1% 96.87
Low 94.59 95.48 0.89 0.9% 90.73
Close 96.06 97.87 1.81 1.9% 96.06
Range 1.87 3.02 1.15 61.5% 6.14
ATR 2.76 2.78 0.02 0.7% 0.00
Volume 36,074 36,294 220 0.6% 198,547
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.34 105.13 99.53
R3 103.32 102.11 98.70
R2 100.30 100.30 98.42
R1 99.09 99.09 98.15 99.70
PP 97.28 97.28 97.28 97.59
S1 96.07 96.07 97.59 96.68
S2 94.26 94.26 97.32
S3 91.24 93.05 97.04
S4 88.22 90.03 96.21
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.97 110.66 99.44
R3 106.83 104.52 97.75
R2 100.69 100.69 97.19
R1 98.38 98.38 96.62 99.54
PP 94.55 94.55 94.55 95.13
S1 92.24 92.24 95.50 93.40
S2 88.41 88.41 94.93
S3 82.27 86.10 94.37
S4 76.13 79.96 92.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.50 91.55 6.95 7.1% 2.45 2.5% 91% True False 37,032
10 98.50 90.73 7.77 7.9% 2.54 2.6% 92% True False 37,475
20 103.76 90.73 13.03 13.3% 2.71 2.8% 55% False False 33,755
40 105.81 90.73 15.08 15.4% 2.98 3.0% 47% False False 25,143
60 115.58 90.73 24.85 25.4% 2.99 3.1% 29% False False 20,258
80 115.58 90.73 24.85 25.4% 2.72 2.8% 29% False False 17,120
100 115.58 90.73 24.85 25.4% 2.62 2.7% 29% False False 15,814
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.34
2.618 106.41
1.618 103.39
1.000 101.52
0.618 100.37
HIGH 98.50
0.618 97.35
0.500 96.99
0.382 96.63
LOW 95.48
0.618 93.61
1.000 92.46
1.618 90.59
2.618 87.57
4.250 82.65
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 97.58 97.43
PP 97.28 96.99
S1 96.99 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.