NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 99.49 99.11 -0.38 -0.4% 100.45
High 100.05 99.26 -0.79 -0.8% 102.42
Low 99.17 97.32 -1.85 -1.9% 97.32
Close 99.66 97.94 -1.72 -1.7% 97.94
Range 0.88 1.94 1.06 120.5% 5.10
ATR 2.16 2.17 0.01 0.6% 0.00
Volume 3,779 4,106 327 8.7% 26,535
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.99 102.91 99.01
R3 102.05 100.97 98.47
R2 100.11 100.11 98.30
R1 99.03 99.03 98.12 98.60
PP 98.17 98.17 98.17 97.96
S1 97.09 97.09 97.76 96.66
S2 96.23 96.23 97.58
S3 94.29 95.15 97.41
S4 92.35 93.21 96.87
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.53 111.33 100.75
R3 109.43 106.23 99.34
R2 104.33 104.33 98.88
R1 101.13 101.13 98.41 100.18
PP 99.23 99.23 99.23 98.75
S1 96.03 96.03 97.47 95.08
S2 94.13 94.13 97.01
S3 89.03 90.93 96.54
S4 83.93 85.83 95.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.42 97.32 5.10 5.2% 1.68 1.7% 12% False True 5,307
10 102.42 97.32 5.10 5.2% 1.94 2.0% 12% False True 4,642
20 102.42 96.49 5.93 6.1% 2.18 2.2% 24% False False 5,341
40 104.37 93.29 11.08 11.3% 2.10 2.1% 42% False False 5,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.51
2.618 104.34
1.618 102.40
1.000 101.20
0.618 100.46
HIGH 99.26
0.618 98.52
0.500 98.29
0.382 98.06
LOW 97.32
0.618 96.12
1.000 95.38
1.618 94.18
2.618 92.24
4.250 89.08
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 98.29 99.41
PP 98.17 98.92
S1 98.06 98.43

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.