NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 112.98 113.24 0.26 0.2% 110.25
High 113.27 114.30 1.03 0.9% 113.14
Low 112.75 111.94 -0.81 -0.7% 107.00
Close 113.12 113.68 0.56 0.5% 113.11
Range 0.52 2.36 1.84 353.8% 6.14
ATR 1.97 2.00 0.03 1.4% 0.00
Volume 5,074 5,273 199 3.9% 24,593
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 120.39 119.39 114.98
R3 118.03 117.03 114.33
R2 115.67 115.67 114.11
R1 114.67 114.67 113.90 115.17
PP 113.31 113.31 113.31 113.56
S1 112.31 112.31 113.46 112.81
S2 110.95 110.95 113.25
S3 108.59 109.95 113.03
S4 106.23 107.59 112.38
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 129.50 127.45 116.49
R3 123.36 121.31 114.80
R2 117.22 117.22 114.24
R1 115.17 115.17 113.67 116.20
PP 111.08 111.08 111.08 111.60
S1 109.03 109.03 112.55 110.06
S2 104.94 104.94 111.98
S3 98.80 102.89 111.42
S4 92.66 96.75 109.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.30 109.99 4.31 3.8% 1.65 1.4% 86% True False 5,689
10 114.30 107.00 7.30 6.4% 1.80 1.6% 92% True False 7,167
20 114.65 105.75 8.90 7.8% 1.79 1.6% 89% False False 7,729
40 114.65 99.35 15.30 13.5% 1.92 1.7% 94% False False 7,783
60 114.65 95.74 18.91 16.6% 1.89 1.7% 95% False False 8,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.33
2.618 120.48
1.618 118.12
1.000 116.66
0.618 115.76
HIGH 114.30
0.618 113.40
0.500 113.12
0.382 112.84
LOW 111.94
0.618 110.48
1.000 109.58
1.618 108.12
2.618 105.76
4.250 101.91
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 113.49 113.49
PP 113.31 113.31
S1 113.12 113.12

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.