NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 98.04 99.33 1.29 1.3% 94.40
High 99.84 102.89 3.05 3.1% 99.40
Low 97.51 98.39 0.88 0.9% 93.23
Close 99.37 102.59 3.22 3.2% 98.99
Range 2.33 4.50 2.17 93.1% 6.17
ATR 2.97 3.08 0.11 3.7% 0.00
Volume 277,573 356,363 78,790 28.4% 1,523,834
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 114.79 113.19 105.07
R3 110.29 108.69 103.83
R2 105.79 105.79 103.42
R1 104.19 104.19 103.00 104.99
PP 101.29 101.29 101.29 101.69
S1 99.69 99.69 102.18 100.49
S2 96.79 96.79 101.77
S3 92.29 95.19 101.35
S4 87.79 90.69 100.12
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 115.72 113.52 102.38
R3 109.55 107.35 100.69
R2 103.38 103.38 100.12
R1 101.18 101.18 99.56 102.28
PP 97.21 97.21 97.21 97.76
S1 95.01 95.01 98.42 96.11
S2 91.04 91.04 97.86
S3 84.87 88.84 97.29
S4 78.70 82.67 95.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.89 95.20 7.69 7.5% 2.91 2.8% 96% True False 298,782
10 102.89 90.87 12.02 11.7% 2.84 2.8% 98% True False 301,458
20 102.89 84.22 18.67 18.2% 3.05 3.0% 98% True False 315,773
40 102.89 75.15 27.74 27.0% 3.28 3.2% 99% True False 230,126
60 102.89 75.15 27.74 27.0% 3.10 3.0% 99% True False 181,788
80 102.89 75.15 27.74 27.0% 3.28 3.2% 99% True False 155,144
100 102.89 75.15 27.74 27.0% 3.14 3.1% 99% True False 134,385
120 105.14 75.15 29.99 29.2% 3.07 3.0% 91% False False 122,012
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 0.77
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 122.02
2.618 114.67
1.618 110.17
1.000 107.39
0.618 105.67
HIGH 102.89
0.618 101.17
0.500 100.64
0.382 100.11
LOW 98.39
0.618 95.61
1.000 93.89
1.618 91.11
2.618 86.61
4.250 79.27
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 101.94 101.74
PP 101.29 100.89
S1 100.64 100.04

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.