NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 89.57 87.87 -1.70 -1.9% 87.00
High 90.14 87.87 -2.27 -2.5% 90.72
Low 87.50 85.15 -2.35 -2.7% 85.42
Close 88.44 86.03 -2.41 -2.7% 88.44
Range 2.64 2.72 0.08 3.0% 5.30
ATR 3.01 3.03 0.02 0.7% 0.00
Volume 93,475 71,552 -21,923 -23.5% 475,316
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.51 92.99 87.53
R3 91.79 90.27 86.78
R2 89.07 89.07 86.53
R1 87.55 87.55 86.28 86.95
PP 86.35 86.35 86.35 86.05
S1 84.83 84.83 85.78 84.23
S2 83.63 83.63 85.53
S3 80.91 82.11 85.28
S4 78.19 79.39 84.53
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 104.09 101.57 91.36
R3 98.79 96.27 89.90
R2 93.49 93.49 89.41
R1 90.97 90.97 88.93 92.23
PP 88.19 88.19 88.19 88.83
S1 85.67 85.67 87.95 86.93
S2 82.89 82.89 87.47
S3 77.59 80.37 86.98
S4 72.29 75.07 85.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.72 85.15 5.57 6.5% 2.42 2.8% 16% False True 88,864
10 90.96 83.88 7.08 8.2% 2.90 3.4% 30% False False 88,249
20 90.96 81.93 9.03 10.5% 2.78 3.2% 45% False False 85,689
40 101.83 77.12 24.71 28.7% 3.25 3.8% 36% False False 79,203
60 101.83 77.12 24.71 28.7% 3.01 3.5% 36% False False 71,619
80 105.14 77.12 28.02 32.6% 2.94 3.4% 32% False False 67,682
100 115.50 77.12 38.38 44.6% 3.16 3.7% 23% False False 64,036
120 115.50 77.12 38.38 44.6% 3.02 3.5% 23% False False 60,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.43
2.618 94.99
1.618 92.27
1.000 90.59
0.618 89.55
HIGH 87.87
0.618 86.83
0.500 86.51
0.382 86.19
LOW 85.15
0.618 83.47
1.000 82.43
1.618 80.75
2.618 78.03
4.250 73.59
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 86.51 87.80
PP 86.35 87.21
S1 86.19 86.62

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.