NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 86.03 81.94 -4.09 -4.8% 97.57
High 86.06 83.88 -2.18 -2.5% 99.35
Low 81.09 76.61 -4.48 -5.5% 83.79
Close 82.20 80.14 -2.06 -2.5% 87.80
Range 4.97 7.27 2.30 46.3% 15.56
ATR 3.32 3.60 0.28 8.5% 0.00
Volume 69,401 68,044 -1,357 -2.0% 212,222
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 102.02 98.35 84.14
R3 94.75 91.08 82.14
R2 87.48 87.48 81.47
R1 83.81 83.81 80.81 82.01
PP 80.21 80.21 80.21 79.31
S1 76.54 76.54 79.47 74.74
S2 72.94 72.94 78.81
S3 65.67 69.27 78.14
S4 58.40 62.00 76.14
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.99 127.96 96.36
R3 121.43 112.40 92.08
R2 105.87 105.87 90.65
R1 96.84 96.84 89.23 93.58
PP 90.31 90.31 90.31 88.68
S1 81.28 81.28 86.37 78.02
S2 74.75 74.75 84.95
S3 59.19 65.72 83.52
S4 43.63 50.16 79.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.55 76.61 17.94 22.4% 5.25 6.6% 20% False True 56,027
10 100.33 76.61 23.72 29.6% 3.97 5.0% 15% False True 44,308
20 101.39 76.61 24.78 30.9% 3.24 4.0% 14% False True 37,419
40 101.49 76.61 24.88 31.0% 2.93 3.7% 14% False True 30,642
60 104.85 76.61 28.24 35.2% 2.78 3.5% 13% False True 24,681
80 115.57 76.61 38.96 48.6% 2.95 3.7% 9% False True 20,646
100 115.57 76.61 38.96 48.6% 2.69 3.4% 9% False True 18,100
120 115.57 76.61 38.96 48.6% 2.66 3.3% 9% False True 16,737
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 0.76
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 114.78
2.618 102.91
1.618 95.64
1.000 91.15
0.618 88.37
HIGH 83.88
0.618 81.10
0.500 80.25
0.382 79.39
LOW 76.61
0.618 72.12
1.000 69.34
1.618 64.85
2.618 57.58
4.250 45.71
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 80.25 82.81
PP 80.21 81.92
S1 80.18 81.03

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.