NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 78.25 79.71 1.46 1.9% 79.64
High 79.91 82.90 2.99 3.7% 84.77
Low 76.94 79.08 2.14 2.8% 77.11
Close 79.68 82.59 2.91 3.7% 79.20
Range 2.97 3.82 0.85 28.6% 7.66
ATR 3.62 3.64 0.01 0.4% 0.00
Volume 319,884 366,288 46,404 14.5% 1,548,490
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 92.98 91.61 84.69
R3 89.16 87.79 83.64
R2 85.34 85.34 83.29
R1 83.97 83.97 82.94 84.66
PP 81.52 81.52 81.52 81.87
S1 80.15 80.15 82.24 80.84
S2 77.70 77.70 81.89
S3 73.88 76.33 81.54
S4 70.06 72.51 80.49
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.34 98.93 83.41
R3 95.68 91.27 81.31
R2 88.02 88.02 80.60
R1 83.61 83.61 79.90 81.99
PP 80.36 80.36 80.36 79.55
S1 75.95 75.95 78.50 74.33
S2 72.70 72.70 77.80
S3 65.04 68.29 77.09
S4 57.38 60.63 74.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.23 74.95 8.28 10.0% 3.50 4.2% 92% False False 362,519
10 84.77 74.95 9.82 11.9% 3.86 4.7% 78% False False 342,355
20 90.60 74.95 15.65 18.9% 3.48 4.2% 49% False False 273,158
40 90.69 74.95 15.74 19.1% 3.32 4.0% 49% False False 170,641
60 101.39 74.95 26.44 32.0% 3.31 4.0% 29% False False 126,849
80 101.49 74.95 26.54 32.1% 3.14 3.8% 29% False False 101,268
100 104.85 74.95 29.90 36.2% 3.01 3.6% 26% False False 83,724
120 115.57 74.95 40.62 49.2% 3.08 3.7% 19% False False 71,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.01
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.14
2.618 92.90
1.618 89.08
1.000 86.72
0.618 85.26
HIGH 82.90
0.618 81.44
0.500 80.99
0.382 80.54
LOW 79.08
0.618 76.72
1.000 75.26
1.618 72.90
2.618 69.08
4.250 62.85
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 82.06 81.37
PP 81.52 80.15
S1 80.99 78.93

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.