NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 86.50 87.05 0.55 0.6% 87.57
High 88.88 91.88 3.00 3.4% 89.69
Low 85.95 87.00 1.05 1.2% 84.22
Close 87.40 91.27 3.87 4.4% 87.40
Range 2.93 4.88 1.95 66.6% 5.47
ATR 3.26 3.37 0.12 3.6% 0.00
Volume 272,948 460,745 187,797 68.8% 1,368,349
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 104.69 102.86 93.95
R3 99.81 97.98 92.61
R2 94.93 94.93 92.16
R1 93.10 93.10 91.72 94.02
PP 90.05 90.05 90.05 90.51
S1 88.22 88.22 90.82 89.14
S2 85.17 85.17 90.38
S3 80.29 83.34 89.93
S4 75.41 78.46 88.59
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 103.51 100.93 90.41
R3 98.04 95.46 88.90
R2 92.57 92.57 88.40
R1 89.99 89.99 87.90 88.55
PP 87.10 87.10 87.10 86.38
S1 84.52 84.52 86.90 83.08
S2 81.63 81.63 86.40
S3 76.16 79.05 85.90
S4 70.69 73.58 84.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.88 84.22 7.66 8.4% 3.57 3.9% 92% True False 336,636
10 91.88 83.40 8.48 9.3% 3.07 3.4% 93% True False 244,248
20 91.88 75.15 16.73 18.3% 3.35 3.7% 96% True False 182,677
40 91.88 75.15 16.73 18.3% 3.20 3.5% 96% True False 136,971
60 99.77 75.15 24.62 27.0% 3.44 3.8% 65% False False 117,747
80 101.83 75.15 26.68 29.2% 3.20 3.5% 60% False False 100,883
100 104.20 75.15 29.05 31.8% 3.09 3.4% 55% False False 92,965
120 110.42 75.15 35.27 38.6% 3.25 3.6% 46% False False 86,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 112.62
2.618 104.66
1.618 99.78
1.000 96.76
0.618 94.90
HIGH 91.88
0.618 90.02
0.500 89.44
0.382 88.86
LOW 87.00
0.618 83.98
1.000 82.12
1.618 79.10
2.618 74.22
4.250 66.26
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 90.66 90.20
PP 90.05 89.12
S1 89.44 88.05

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.