NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 97.89 98.61 0.72 0.7% 94.65
High 98.38 100.15 1.77 1.8% 98.83
Low 97.45 98.57 1.12 1.1% 93.52
Close 98.53 100.09 1.56 1.6% 98.53
Range 0.93 1.58 0.65 69.9% 5.31
ATR 2.09 2.05 -0.03 -1.6% 0.00
Volume 6,018 3,407 -2,611 -43.4% 27,729
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 104.34 103.80 100.96
R3 102.76 102.22 100.52
R2 101.18 101.18 100.38
R1 100.64 100.64 100.23 100.91
PP 99.60 99.60 99.60 99.74
S1 99.06 99.06 99.95 99.33
S2 98.02 98.02 99.80
S3 96.44 97.48 99.66
S4 94.86 95.90 99.22
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.89 111.02 101.45
R3 107.58 105.71 99.99
R2 102.27 102.27 99.50
R1 100.40 100.40 99.02 101.34
PP 96.96 96.96 96.96 97.43
S1 95.09 95.09 98.04 96.03
S2 91.65 91.65 97.56
S3 86.34 89.78 97.07
S4 81.03 84.47 95.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.15 94.40 5.75 5.7% 1.34 1.3% 99% True False 4,704
10 100.15 93.46 6.69 6.7% 1.74 1.7% 99% True False 4,816
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.87
2.618 104.29
1.618 102.71
1.000 101.73
0.618 101.13
HIGH 100.15
0.618 99.55
0.500 99.36
0.382 99.17
LOW 98.57
0.618 97.59
1.000 96.99
1.618 96.01
2.618 94.43
4.250 91.86
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 99.85 99.66
PP 99.60 99.23
S1 99.36 98.80

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.