NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 86.90 88.75 1.85 2.1% 83.34
High 89.50 89.90 0.40 0.4% 87.81
Low 86.15 86.40 0.25 0.3% 83.22
Close 88.85 86.60 -2.25 -2.5% 87.22
Range 3.35 3.50 0.15 4.5% 4.59
ATR 3.05 3.08 0.03 1.0% 0.00
Volume 24,215 31,253 7,038 29.1% 135,972
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 98.13 95.87 88.53
R3 94.63 92.37 87.56
R2 91.13 91.13 87.24
R1 88.87 88.87 86.92 88.25
PP 87.63 87.63 87.63 87.33
S1 85.37 85.37 86.28 84.75
S2 84.13 84.13 85.96
S3 80.63 81.87 85.64
S4 77.13 78.37 84.68
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 99.85 98.13 89.74
R3 95.26 93.54 88.48
R2 90.67 90.67 88.06
R1 88.95 88.95 87.64 89.81
PP 86.08 86.08 86.08 86.52
S1 84.36 84.36 86.80 85.22
S2 81.49 81.49 86.38
S3 76.90 79.77 85.96
S4 72.31 75.18 84.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.90 83.90 6.00 6.9% 2.89 3.3% 45% True False 27,759
10 89.90 79.55 10.35 12.0% 2.83 3.3% 68% True False 26,650
20 89.90 75.66 14.24 16.4% 3.27 3.8% 77% True False 22,476
40 91.05 75.66 15.39 17.8% 2.85 3.3% 71% False False 16,886
60 101.50 75.66 25.84 29.8% 2.99 3.5% 42% False False 13,707
80 102.42 75.66 26.76 30.9% 2.79 3.2% 41% False False 11,616
100 105.34 75.66 29.68 34.3% 2.67 3.1% 37% False False 10,355
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 0.68
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.78
2.618 99.06
1.618 95.56
1.000 93.40
0.618 92.06
HIGH 89.90
0.618 88.56
0.500 88.15
0.382 87.74
LOW 86.40
0.618 84.24
1.000 82.90
1.618 80.74
2.618 77.24
4.250 71.53
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 88.15 88.03
PP 87.63 87.55
S1 87.12 87.08

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.