NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 85.75 85.40 -0.35 -0.4% 78.86
High 87.15 85.99 -1.16 -1.3% 84.40
Low 85.35 84.05 -1.30 -1.5% 75.90
Close 86.30 85.05 -1.25 -1.4% 83.43
Range 1.80 1.94 0.14 7.8% 8.50
ATR 3.06 3.00 -0.06 -1.9% 0.00
Volume 32,506 30,571 -1,935 -6.0% 95,043
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 90.85 89.89 86.12
R3 88.91 87.95 85.58
R2 86.97 86.97 85.41
R1 86.01 86.01 85.23 85.52
PP 85.03 85.03 85.03 84.79
S1 84.07 84.07 84.87 83.58
S2 83.09 83.09 84.69
S3 81.15 82.13 84.52
S4 79.21 80.19 83.98
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 106.74 103.59 88.11
R3 98.24 95.09 85.77
R2 89.74 89.74 84.99
R1 86.59 86.59 84.21 88.17
PP 81.24 81.24 81.24 82.03
S1 78.09 78.09 82.65 79.67
S2 72.74 72.74 81.87
S3 64.24 69.59 81.09
S4 55.74 61.09 78.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.15 81.87 5.28 6.2% 2.32 2.7% 60% False False 23,921
10 87.15 75.90 11.25 13.2% 2.78 3.3% 81% False False 20,550
20 90.75 75.90 14.85 17.5% 3.04 3.6% 62% False False 17,012
40 91.34 75.90 15.44 18.2% 2.83 3.3% 59% False False 14,972
60 102.81 75.90 26.91 31.6% 2.85 3.4% 34% False False 12,583
80 102.81 75.90 26.91 31.6% 2.58 3.0% 34% False False 10,837
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 0.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.24
2.618 91.07
1.618 89.13
1.000 87.93
0.618 87.19
HIGH 85.99
0.618 85.25
0.500 85.02
0.382 84.79
LOW 84.05
0.618 82.85
1.000 82.11
1.618 80.91
2.618 78.97
4.250 75.81
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 85.04 85.60
PP 85.03 85.42
S1 85.02 85.23

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.