NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 99.20 101.62 2.42 2.4% 94.13
High 102.73 103.28 0.55 0.5% 98.87
Low 98.35 98.35 0.00 0.0% 93.07
Close 102.48 98.90 -3.58 -3.5% 98.74
Range 4.38 4.93 0.55 12.6% 5.80
ATR 2.85 3.00 0.15 5.2% 0.00
Volume 61,299 102,226 40,927 66.8% 214,864
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 114.97 111.86 101.61
R3 110.04 106.93 100.26
R2 105.11 105.11 99.80
R1 102.00 102.00 99.35 101.09
PP 100.18 100.18 100.18 99.72
S1 97.07 97.07 98.45 96.16
S2 95.25 95.25 98.00
S3 90.32 92.14 97.54
S4 85.39 87.21 96.19
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 114.29 112.32 101.93
R3 108.49 106.52 100.34
R2 102.69 102.69 99.80
R1 100.72 100.72 99.27 101.71
PP 96.89 96.89 96.89 97.39
S1 94.92 94.92 98.21 95.91
S2 91.09 91.09 97.68
S3 85.29 89.12 97.15
S4 79.49 83.32 95.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.28 97.14 6.14 6.2% 3.05 3.1% 29% True False 59,625
10 103.28 92.74 10.54 10.7% 2.77 2.8% 58% True False 50,899
20 103.28 86.28 17.00 17.2% 2.89 2.9% 74% True False 48,458
40 103.28 75.66 27.62 27.9% 3.02 3.1% 84% True False 35,535
60 103.28 75.66 27.62 27.9% 2.88 2.9% 84% True False 27,664
80 103.28 75.66 27.62 27.9% 2.98 3.0% 84% True False 22,583
100 103.28 75.66 27.62 27.9% 2.83 2.9% 84% True False 19,173
120 105.31 75.66 29.65 30.0% 2.70 2.7% 78% False False 16,869
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 0.65
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 124.23
2.618 116.19
1.618 111.26
1.000 108.21
0.618 106.33
HIGH 103.28
0.618 101.40
0.500 100.82
0.382 100.23
LOW 98.35
0.618 95.30
1.000 93.42
1.618 90.37
2.618 85.44
4.250 77.40
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 100.82 100.47
PP 100.18 99.94
S1 99.54 99.42

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.