NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 101.15 97.90 -3.25 -3.2% 102.98
High 101.98 97.95 -4.03 -4.0% 104.37
Low 97.28 96.86 -0.42 -0.4% 100.69
Close 97.32 97.46 0.14 0.1% 102.07
Range 4.70 1.09 -3.61 -76.8% 3.68
ATR 2.47 2.37 -0.10 -4.0% 0.00
Volume 9,561 5,477 -4,084 -42.7% 33,413
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 100.69 100.17 98.06
R3 99.60 99.08 97.76
R2 98.51 98.51 97.66
R1 97.99 97.99 97.56 97.71
PP 97.42 97.42 97.42 97.28
S1 96.90 96.90 97.36 96.62
S2 96.33 96.33 97.26
S3 95.24 95.81 97.16
S4 94.15 94.72 96.86
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 113.42 111.42 104.09
R3 109.74 107.74 103.08
R2 106.06 106.06 102.74
R1 104.06 104.06 102.41 103.22
PP 102.38 102.38 102.38 101.96
S1 100.38 100.38 101.73 99.54
S2 98.70 98.70 101.40
S3 95.02 96.70 101.06
S4 91.34 93.02 100.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.78 96.86 6.92 7.1% 2.56 2.6% 9% False True 7,119
10 104.37 96.86 7.51 7.7% 2.28 2.3% 8% False True 6,519
20 105.34 96.86 8.48 8.7% 2.19 2.3% 7% False True 4,840
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 102.58
2.618 100.80
1.618 99.71
1.000 99.04
0.618 98.62
HIGH 97.95
0.618 97.53
0.500 97.41
0.382 97.28
LOW 96.86
0.618 96.19
1.000 95.77
1.618 95.10
2.618 94.01
4.250 92.23
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 97.44 99.42
PP 97.42 98.77
S1 97.41 98.11

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.