NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 83.05 85.83 2.78 3.3% 78.72
High 86.24 86.81 0.57 0.7% 84.16
Low 83.04 84.16 1.12 1.3% 75.15
Close 85.59 86.01 0.42 0.5% 83.17
Range 3.20 2.65 -0.55 -17.2% 9.01
ATR 3.57 3.50 -0.07 -1.8% 0.00
Volume 102,313 150,237 47,924 46.8% 725,088
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 93.61 92.46 87.47
R3 90.96 89.81 86.74
R2 88.31 88.31 86.50
R1 87.16 87.16 86.25 87.74
PP 85.66 85.66 85.66 85.95
S1 84.51 84.51 85.77 85.09
S2 83.01 83.01 85.52
S3 80.36 81.86 85.28
S4 77.71 79.21 84.55
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 107.86 104.52 88.13
R3 98.85 95.51 85.65
R2 89.84 89.84 84.82
R1 86.50 86.50 84.00 88.17
PP 80.83 80.83 80.83 81.66
S1 77.49 77.49 82.34 79.16
S2 71.82 71.82 81.52
S3 62.81 68.48 80.69
S4 53.80 59.47 78.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.81 77.13 9.68 11.3% 3.05 3.5% 92% True False 137,971
10 86.81 75.15 11.66 13.6% 3.52 4.1% 93% True False 128,041
20 90.45 75.15 15.30 17.8% 3.41 4.0% 71% False False 109,038
40 90.96 75.15 15.81 18.4% 3.24 3.8% 69% False False 96,435
60 101.83 75.15 26.68 31.0% 3.30 3.8% 41% False False 86,480
80 101.83 75.15 26.68 31.0% 3.14 3.6% 41% False False 79,173
100 105.14 75.15 29.99 34.9% 3.07 3.6% 36% False False 74,139
120 115.50 75.15 40.35 46.9% 3.19 3.7% 27% False False 69,911
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 0.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.07
2.618 93.75
1.618 91.10
1.000 89.46
0.618 88.45
HIGH 86.81
0.618 85.80
0.500 85.49
0.382 85.17
LOW 84.16
0.618 82.52
1.000 81.51
1.618 79.87
2.618 77.22
4.250 72.90
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 85.84 85.40
PP 85.66 84.78
S1 85.49 84.17

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.