NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 98.07 99.24 1.17 1.2% 96.73
High 100.40 100.15 -0.25 -0.2% 100.67
Low 97.87 95.99 -1.88 -1.9% 96.03
Close 99.36 97.06 -2.30 -2.3% 97.72
Range 2.53 4.16 1.63 64.4% 4.64
ATR 2.69 2.79 0.11 3.9% 0.00
Volume 35,585 30,565 -5,020 -14.1% 114,669
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 110.21 107.80 99.35
R3 106.05 103.64 98.20
R2 101.89 101.89 97.82
R1 99.48 99.48 97.44 98.61
PP 97.73 97.73 97.73 97.30
S1 95.32 95.32 96.68 94.45
S2 93.57 93.57 96.30
S3 89.41 91.16 95.92
S4 85.25 87.00 94.77
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.06 109.53 100.27
R3 107.42 104.89 99.00
R2 102.78 102.78 98.57
R1 100.25 100.25 98.15 101.52
PP 98.14 98.14 98.14 98.77
S1 95.61 95.61 97.29 96.88
S2 93.50 93.50 96.87
S3 88.86 90.97 96.44
S4 84.22 86.33 95.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.48 95.00 5.48 5.6% 3.18 3.3% 38% False False 33,211
10 100.67 95.00 5.67 5.8% 2.64 2.7% 36% False False 28,377
20 100.67 91.35 9.32 9.6% 2.55 2.6% 61% False False 25,357
40 104.85 91.35 13.50 13.9% 2.60 2.7% 42% False False 19,554
60 115.57 91.35 24.22 25.0% 2.89 3.0% 24% False False 15,865
80 115.57 91.35 24.22 25.0% 2.58 2.7% 24% False False 13,946
100 115.57 91.35 24.22 25.0% 2.58 2.7% 24% False False 13,062
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 0.53
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 117.83
2.618 111.04
1.618 106.88
1.000 104.31
0.618 102.72
HIGH 100.15
0.618 98.56
0.500 98.07
0.382 97.58
LOW 95.99
0.618 93.42
1.000 91.83
1.618 89.26
2.618 85.10
4.250 78.31
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 98.07 97.70
PP 97.73 97.49
S1 97.40 97.27

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.