NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 86.73 87.13 0.40 0.5% 87.43
High 88.01 88.12 0.11 0.1% 90.50
Low 86.55 84.80 -1.75 -2.0% 81.69
Close 86.82 86.88 0.06 0.1% 84.01
Range 1.46 3.32 1.86 127.4% 8.81
ATR 3.10 3.12 0.02 0.5% 0.00
Volume 7,290 7,075 -215 -2.9% 44,251
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.56 95.04 88.71
R3 93.24 91.72 87.79
R2 89.92 89.92 87.49
R1 88.40 88.40 87.18 87.50
PP 86.60 86.60 86.60 86.15
S1 85.08 85.08 86.58 84.18
S2 83.28 83.28 86.27
S3 79.96 81.76 85.97
S4 76.64 78.44 85.05
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 111.83 106.73 88.86
R3 103.02 97.92 86.43
R2 94.21 94.21 85.63
R1 89.11 89.11 84.82 87.26
PP 85.40 85.40 85.40 84.47
S1 80.30 80.30 83.20 78.45
S2 76.59 76.59 82.39
S3 67.78 71.49 81.59
S4 58.97 62.68 79.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.12 81.69 6.43 7.4% 2.63 3.0% 81% True False 8,070
10 90.50 81.69 8.81 10.1% 2.88 3.3% 59% False False 8,628
20 100.45 78.59 21.86 25.2% 3.37 3.9% 38% False False 7,506
40 102.42 78.59 23.83 27.4% 2.76 3.2% 35% False False 6,457
60 104.37 78.59 25.78 29.7% 2.53 2.9% 32% False False 6,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.23
2.618 96.81
1.618 93.49
1.000 91.44
0.618 90.17
HIGH 88.12
0.618 86.85
0.500 86.46
0.382 86.07
LOW 84.80
0.618 82.75
1.000 81.48
1.618 79.43
2.618 76.11
4.250 70.69
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 86.74 86.74
PP 86.60 86.60
S1 86.46 86.46

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.