NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 90.95 91.74 0.79 0.9% 87.48
High 93.14 93.91 0.77 0.8% 93.98
Low 90.95 90.50 -0.45 -0.5% 87.40
Close 92.05 93.59 1.54 1.7% 93.09
Range 2.19 3.41 1.22 55.7% 6.58
ATR 2.97 3.00 0.03 1.1% 0.00
Volume 40,161 27,023 -13,138 -32.7% 238,073
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 102.90 101.65 95.47
R3 99.49 98.24 94.53
R2 96.08 96.08 94.22
R1 94.83 94.83 93.90 95.46
PP 92.67 92.67 92.67 92.98
S1 91.42 91.42 93.28 92.05
S2 89.26 89.26 92.96
S3 85.85 88.01 92.65
S4 82.44 84.60 91.71
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 93.91 88.85 5.06 5.4% 2.60 2.8% 94% True False 29,971
10 93.98 86.50 7.48 8.0% 2.89 3.1% 95% False False 37,411
20 93.98 81.87 12.11 12.9% 2.77 3.0% 97% False False 29,737
40 93.98 75.90 18.08 19.3% 2.93 3.1% 98% False False 22,765
60 93.98 75.90 18.08 19.3% 2.84 3.0% 98% False False 18,711
80 102.81 75.90 26.91 28.8% 2.81 3.0% 66% False False 15,734
100 102.81 75.90 26.91 28.8% 2.61 2.8% 66% False False 13,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.40
2.618 102.84
1.618 99.43
1.000 97.32
0.618 96.02
HIGH 93.91
0.618 92.61
0.500 92.21
0.382 91.80
LOW 90.50
0.618 88.39
1.000 87.09
1.618 84.98
2.618 81.57
4.250 76.01
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 93.13 92.85
PP 92.67 92.12
S1 92.21 91.38

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.