NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 83.76 80.67 -3.09 -3.7% 87.80
High 84.62 83.98 -0.64 -0.8% 87.99
Low 80.49 79.64 -0.85 -1.1% 77.55
Close 81.21 82.14 0.93 1.1% 79.85
Range 4.13 4.34 0.21 5.1% 10.44
ATR 3.52 3.58 0.06 1.7% 0.00
Volume 269,226 329,579 60,353 22.4% 1,656,978
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.94 92.88 84.53
R3 90.60 88.54 83.33
R2 86.26 86.26 82.94
R1 84.20 84.20 82.54 85.23
PP 81.92 81.92 81.92 82.44
S1 79.86 79.86 81.74 80.89
S2 77.58 77.58 81.34
S3 73.24 75.52 80.95
S4 68.90 71.18 79.75
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 84.77 77.11 7.66 9.3% 4.21 5.1% 66% False False 322,191
10 89.93 77.11 12.82 15.6% 3.75 4.6% 39% False False 303,756
20 90.69 77.11 13.58 16.5% 3.33 4.1% 37% False False 201,545
40 93.27 76.61 16.66 20.3% 3.56 4.3% 33% False False 133,165
60 101.39 76.61 24.78 30.2% 3.25 4.0% 22% False False 99,269
80 104.00 76.61 27.39 33.3% 3.09 3.8% 20% False False 80,139
100 105.74 76.61 29.13 35.5% 3.05 3.7% 19% False False 66,213
120 115.57 76.61 38.96 47.4% 3.04 3.7% 14% False False 56,466
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 0.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.43
2.618 95.34
1.618 91.00
1.000 88.32
0.618 86.66
HIGH 83.98
0.618 82.32
0.500 81.81
0.382 81.30
LOW 79.64
0.618 76.96
1.000 75.30
1.618 72.62
2.618 68.28
4.250 61.20
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 82.03 82.21
PP 81.92 82.18
S1 81.81 82.16

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.