NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 81.48 83.76 2.28 2.8% 87.80
High 84.77 84.62 -0.15 -0.2% 87.99
Low 80.92 80.49 -0.43 -0.5% 77.55
Close 84.45 81.21 -3.24 -3.8% 79.85
Range 3.85 4.13 0.28 7.3% 10.44
ATR 3.48 3.52 0.05 1.3% 0.00
Volume 299,725 269,226 -30,499 -10.2% 1,656,978
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.50 91.98 83.48
R3 90.37 87.85 82.35
R2 86.24 86.24 81.97
R1 83.72 83.72 81.59 82.92
PP 82.11 82.11 82.11 81.70
S1 79.59 79.59 80.83 78.79
S2 77.98 77.98 80.45
S3 73.85 75.46 80.07
S4 69.72 71.33 78.94
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.12 106.92 85.59
R3 102.68 96.48 82.72
R2 92.24 92.24 81.76
R1 86.04 86.04 80.81 83.92
PP 81.80 81.80 81.80 80.74
S1 75.60 75.60 78.89 73.48
S2 71.36 71.36 77.94
S3 60.92 65.16 76.98
S4 50.48 54.72 74.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.00 77.11 7.89 9.7% 4.41 5.4% 52% False False 345,105
10 90.29 77.11 13.18 16.2% 3.53 4.3% 31% False False 285,008
20 90.69 77.11 13.58 16.7% 3.21 4.0% 30% False False 190,664
40 94.55 76.61 17.94 22.1% 3.52 4.3% 26% False False 125,902
60 101.39 76.61 24.78 30.5% 3.21 4.0% 19% False False 94,143
80 104.00 76.61 27.39 33.7% 3.06 3.8% 17% False False 76,130
100 105.74 76.61 29.13 35.9% 3.05 3.8% 16% False False 63,033
120 115.57 76.61 38.96 48.0% 3.02 3.7% 12% False False 53,799
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 0.82
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.17
2.618 95.43
1.618 91.30
1.000 88.75
0.618 87.17
HIGH 84.62
0.618 83.04
0.500 82.56
0.382 82.07
LOW 80.49
0.618 77.94
1.000 76.36
1.618 73.81
2.618 69.68
4.250 62.94
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 82.56 81.12
PP 82.11 81.03
S1 81.66 80.94

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.