NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 102.92 102.44 -0.48 -0.5% 102.49
High 103.25 103.07 -0.18 -0.2% 105.34
Low 101.21 101.08 -0.13 -0.1% 101.08
Close 103.06 102.98 -0.08 -0.1% 102.98
Range 2.04 1.99 -0.05 -2.5% 4.26
ATR 0.00 2.32 2.32 0.00
Volume 5,673 3,668 -2,005 -35.3% 14,921
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 108.35 107.65 104.07
R3 106.36 105.66 103.53
R2 104.37 104.37 103.34
R1 103.67 103.67 103.16 104.02
PP 102.38 102.38 102.38 102.55
S1 101.68 101.68 102.80 102.03
S2 100.39 100.39 102.62
S3 98.40 99.69 102.43
S4 96.41 97.70 101.89
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 115.91 113.71 105.32
R3 111.65 109.45 104.15
R2 107.39 107.39 103.76
R1 105.19 105.19 103.37 106.29
PP 103.13 103.13 103.13 103.69
S1 100.93 100.93 102.59 102.03
S2 98.87 98.87 102.20
S3 94.61 96.67 101.81
S4 90.35 92.41 100.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.34 101.08 4.26 4.1% 2.17 2.1% 45% False True 3,787
10 105.34 97.95 7.39 7.2% 2.14 2.1% 68% False False 3,251
Crabel Price Patterns
NR True
NR4 True
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 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.53
2.618 108.28
1.618 106.29
1.000 105.06
0.618 104.30
HIGH 103.07
0.618 102.31
0.500 102.08
0.382 101.84
LOW 101.08
0.618 99.85
1.000 99.09
1.618 97.86
2.618 95.87
4.250 92.62
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 102.68 103.20
PP 102.38 103.12
S1 102.08 103.05

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.