NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 88.26 86.10 -2.16 -2.4% 82.75
High 89.51 86.94 -2.57 -2.9% 87.40
Low 85.87 84.10 -1.77 -2.1% 82.75
Close 86.11 85.30 -0.81 -0.9% 86.80
Range 3.64 2.84 -0.80 -22.0% 4.65
ATR 3.30 3.27 -0.03 -1.0% 0.00
Volume 80,982 26,054 -54,928 -67.8% 1,383,654
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.97 92.47 86.86
R3 91.13 89.63 86.08
R2 88.29 88.29 85.82
R1 86.79 86.79 85.56 86.12
PP 85.45 85.45 85.45 85.11
S1 83.95 83.95 85.04 83.28
S2 82.61 82.61 84.78
S3 79.77 81.11 84.52
S4 76.93 78.27 83.74
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.60 97.85 89.36
R3 94.95 93.20 88.08
R2 90.30 90.30 87.65
R1 88.55 88.55 87.23 89.43
PP 85.65 85.65 85.65 86.09
S1 83.90 83.90 86.37 84.78
S2 81.00 81.00 85.95
S3 76.35 79.25 85.52
S4 71.70 74.60 84.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.51 83.77 5.74 6.7% 3.18 3.7% 27% False False 150,887
10 89.51 81.36 8.15 9.6% 2.88 3.4% 48% False False 223,220
20 89.51 74.95 14.56 17.1% 3.37 3.9% 71% False False 282,787
40 90.69 74.95 15.74 18.5% 3.15 3.7% 66% False False 211,435
60 99.35 74.95 24.40 28.6% 3.38 4.0% 42% False False 159,075
80 101.39 74.95 26.44 31.0% 3.16 3.7% 39% False False 126,544
100 104.85 74.95 29.90 35.1% 3.05 3.6% 35% False False 105,053
120 113.86 74.95 38.91 45.6% 3.15 3.7% 27% False False 89,251
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.74
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.01
2.618 94.38
1.618 91.54
1.000 89.78
0.618 88.70
HIGH 86.94
0.618 85.86
0.500 85.52
0.382 85.18
LOW 84.10
0.618 82.34
1.000 81.26
1.618 79.50
2.618 76.66
4.250 72.03
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 85.52 86.81
PP 85.45 86.30
S1 85.37 85.80

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.