NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 91.07 93.51 2.44 2.7% 87.48
High 93.98 93.51 -0.47 -0.5% 93.98
Low 91.04 91.80 0.76 0.8% 87.40
Close 93.54 93.09 -0.45 -0.5% 93.09
Range 2.94 1.71 -1.23 -41.8% 6.58
ATR 3.11 3.02 -0.10 -3.2% 0.00
Volume 41,592 38,997 -2,595 -6.2% 238,073
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 97.93 97.22 94.03
R3 96.22 95.51 93.56
R2 94.51 94.51 93.40
R1 93.80 93.80 93.25 93.30
PP 92.80 92.80 92.80 92.55
S1 92.09 92.09 92.93 91.59
S2 91.09 91.09 92.78
S3 89.38 90.38 92.62
S4 87.67 88.67 92.15
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 111.23 108.74 96.71
R3 104.65 102.16 94.90
R2 98.07 98.07 94.30
R1 95.58 95.58 93.69 96.83
PP 91.49 91.49 91.49 92.11
S1 89.00 89.00 92.49 90.25
S2 84.91 84.91 91.88
S3 78.33 82.42 91.28
S4 71.75 75.84 89.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.98 87.40 6.58 7.1% 2.96 3.2% 86% False False 47,614
10 93.98 84.69 9.29 10.0% 2.92 3.1% 90% False False 34,493
20 93.98 75.90 18.08 19.4% 2.78 3.0% 95% False False 27,934
40 93.98 75.90 18.08 19.4% 2.92 3.1% 95% False False 21,076
60 93.98 75.90 18.08 19.4% 2.97 3.2% 95% False False 17,531
80 102.81 75.90 26.91 28.9% 2.76 3.0% 64% False False 14,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 100.78
2.618 97.99
1.618 96.28
1.000 95.22
0.618 94.57
HIGH 93.51
0.618 92.86
0.500 92.66
0.382 92.45
LOW 91.80
0.618 90.74
1.000 90.09
1.618 89.03
2.618 87.32
4.250 84.53
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 92.95 92.70
PP 92.80 92.32
S1 92.66 91.93

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.