NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 98.00 99.76 1.76 1.8% 96.15
High 100.27 100.05 -0.22 -0.2% 100.27
Low 97.88 96.58 -1.30 -1.3% 95.48
Close 99.59 97.19 -2.40 -2.4% 97.19
Range 2.39 3.47 1.08 45.2% 4.79
ATR 2.70 2.75 0.06 2.0% 0.00
Volume 33,666 59,982 26,316 78.2% 165,322
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 108.35 106.24 99.10
R3 104.88 102.77 98.14
R2 101.41 101.41 97.83
R1 99.30 99.30 97.51 98.62
PP 97.94 97.94 97.94 97.60
S1 95.83 95.83 96.87 95.15
S2 94.47 94.47 96.55
S3 91.00 92.36 96.24
S4 87.53 88.89 95.28
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.02 109.39 99.82
R3 107.23 104.60 98.51
R2 102.44 102.44 98.07
R1 99.81 99.81 97.63 101.13
PP 97.65 97.65 97.65 98.30
S1 95.02 95.02 96.75 96.34
S2 92.86 92.86 96.31
S3 88.07 90.23 95.87
S4 83.28 85.44 94.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.27 94.59 5.68 5.8% 2.49 2.6% 46% False False 40,279
10 100.27 90.73 9.54 9.8% 2.38 2.4% 68% False False 43,267
20 103.41 90.73 12.68 13.0% 2.74 2.8% 51% False False 36,018
40 104.65 90.73 13.92 14.3% 2.76 2.8% 46% False False 27,135
60 115.58 90.73 24.85 25.6% 2.95 3.0% 26% False False 21,893
80 115.58 90.73 24.85 25.6% 2.70 2.8% 26% False False 18,499
100 115.58 90.73 24.85 25.6% 2.65 2.7% 26% False False 16,764
120 115.58 90.73 24.85 25.6% 2.44 2.5% 26% False False 15,413
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 0.48
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114.80
2.618 109.13
1.618 105.66
1.000 103.52
0.618 102.19
HIGH 100.05
0.618 98.72
0.500 98.32
0.382 97.91
LOW 96.58
0.618 94.44
1.000 93.11
1.618 90.97
2.618 87.50
4.250 81.83
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 98.32 98.43
PP 97.94 98.01
S1 97.57 97.60

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.