NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 93.38 94.13 0.75 0.8% 93.38
High 94.54 95.93 1.39 1.5% 94.54
Low 92.74 93.07 0.33 0.4% 88.96
Close 94.13 95.41 1.28 1.4% 94.13
Range 1.80 2.86 1.06 58.9% 5.58
ATR 3.01 3.00 -0.01 -0.4% 0.00
Volume 31,810 31,938 128 0.4% 157,472
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 103.38 102.26 96.98
R3 100.52 99.40 96.20
R2 97.66 97.66 95.93
R1 96.54 96.54 95.67 97.10
PP 94.80 94.80 94.80 95.09
S1 93.68 93.68 95.15 94.24
S2 91.94 91.94 94.89
S3 89.08 90.82 94.62
S4 86.22 87.96 93.84
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 109.28 107.29 97.20
R3 103.70 101.71 95.66
R2 98.12 98.12 95.15
R1 96.13 96.13 94.64 97.13
PP 92.54 92.54 92.54 93.04
S1 90.55 90.55 93.62 91.55
S2 86.96 86.96 93.11
S3 81.38 84.97 92.60
S4 75.80 79.39 91.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.93 88.96 6.97 7.3% 2.87 3.0% 93% True False 31,843
10 95.93 88.96 6.97 7.3% 2.78 2.9% 93% True False 46,797
20 95.93 83.90 12.03 12.6% 2.83 3.0% 96% True False 36,811
40 95.93 75.66 20.27 21.2% 2.97 3.1% 97% True False 27,357
60 95.93 75.66 20.27 21.2% 2.88 3.0% 97% True False 21,336
80 102.42 75.66 26.76 28.0% 2.90 3.0% 74% False False 17,500
100 102.42 75.66 26.76 28.0% 2.74 2.9% 74% False False 15,055
120 105.34 75.66 29.68 31.1% 2.65 2.8% 67% False False 13,352
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.09
2.618 103.42
1.618 100.56
1.000 98.79
0.618 97.70
HIGH 95.93
0.618 94.84
0.500 94.50
0.382 94.16
LOW 93.07
0.618 91.30
1.000 90.21
1.618 88.44
2.618 85.58
4.250 80.92
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 95.11 94.71
PP 94.80 94.01
S1 94.50 93.31

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.