NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 99.20 100.80 1.60 1.6% 101.04
High 101.65 103.14 1.49 1.5% 102.32
Low 98.77 99.87 1.10 1.1% 96.93
Close 101.21 102.94 1.73 1.7% 101.36
Range 2.88 3.27 0.39 13.5% 5.39
ATR 3.61 3.59 -0.02 -0.7% 0.00
Volume 37,698 41,234 3,536 9.4% 222,403
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 111.79 110.64 104.74
R3 108.52 107.37 103.84
R2 105.25 105.25 103.54
R1 104.10 104.10 103.24 104.68
PP 101.98 101.98 101.98 102.27
S1 100.83 100.83 102.64 101.41
S2 98.71 98.71 102.34
S3 95.44 97.56 102.04
S4 92.17 94.29 101.14
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.37 114.26 104.32
R3 110.98 108.87 102.84
R2 105.59 105.59 102.35
R1 103.48 103.48 101.85 104.54
PP 100.20 100.20 100.20 100.73
S1 98.09 98.09 100.87 99.15
S2 94.81 94.81 100.37
S3 89.42 92.70 99.88
S4 84.03 87.31 98.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.14 97.77 5.37 5.2% 3.15 3.1% 96% True False 41,765
10 103.14 96.86 6.28 6.1% 3.27 3.2% 97% True False 48,245
20 115.50 95.79 19.71 19.1% 4.07 4.0% 36% False False 49,449
40 115.50 95.79 19.71 19.1% 3.19 3.1% 36% False False 45,284
60 115.50 95.79 19.71 19.1% 2.99 2.9% 36% False False 46,446
80 115.50 95.75 19.75 19.2% 2.82 2.7% 36% False False 50,062
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 0.86
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.04
2.618 111.70
1.618 108.43
1.000 106.41
0.618 105.16
HIGH 103.14
0.618 101.89
0.500 101.51
0.382 101.12
LOW 99.87
0.618 97.85
1.000 96.60
1.618 94.58
2.618 91.31
4.250 85.97
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 102.46 102.11
PP 101.98 101.28
S1 101.51 100.46

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.