NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 92.34 92.75 0.41 0.4% 93.25
High 92.82 94.59 1.77 1.9% 97.05
Low 91.35 92.06 0.71 0.8% 91.49
Close 92.24 94.57 2.33 2.5% 92.78
Range 1.47 2.53 1.06 72.1% 5.56
ATR 2.80 2.78 -0.02 -0.7% 0.00
Volume 37,082 20,158 -16,924 -45.6% 102,907
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 101.33 100.48 95.96
R3 98.80 97.95 95.27
R2 96.27 96.27 95.03
R1 95.42 95.42 94.80 95.85
PP 93.74 93.74 93.74 93.95
S1 92.89 92.89 94.34 93.32
S2 91.21 91.21 94.11
S3 88.68 90.36 93.87
S4 86.15 87.83 93.18
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.45 107.18 95.84
R3 104.89 101.62 94.31
R2 99.33 99.33 93.80
R1 96.06 96.06 93.29 94.92
PP 93.77 93.77 93.77 93.20
S1 90.50 90.50 92.27 89.36
S2 88.21 88.21 91.76
S3 82.65 84.94 91.25
S4 77.09 79.38 89.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.05 91.35 5.70 6.0% 2.59 2.7% 56% False False 26,206
10 101.49 91.35 10.14 10.7% 2.72 2.9% 32% False False 21,017
20 104.85 91.35 13.50 14.3% 2.61 2.8% 24% False False 19,089
40 113.86 91.35 22.51 23.8% 3.15 3.3% 14% False False 14,666
60 115.57 91.35 24.22 25.6% 2.75 2.9% 13% False False 12,142
80 115.57 91.35 24.22 25.6% 2.57 2.7% 13% False False 11,118
100 115.57 91.35 24.22 25.6% 2.44 2.6% 13% False False 10,700
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.34
2.618 101.21
1.618 98.68
1.000 97.12
0.618 96.15
HIGH 94.59
0.618 93.62
0.500 93.33
0.382 93.03
LOW 92.06
0.618 90.50
1.000 89.53
1.618 87.97
2.618 85.44
4.250 81.31
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 94.16 94.04
PP 93.74 93.50
S1 93.33 92.97

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.