NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 83.34 84.43 1.09 1.3% 79.08
High 84.44 86.40 1.96 2.3% 84.44
Low 81.97 83.95 1.98 2.4% 76.15
Close 83.49 85.86 2.37 2.8% 83.49
Range 2.47 2.45 -0.02 -0.8% 8.29
ATR 3.14 3.13 -0.02 -0.5% 0.00
Volume 8,746 6,961 -1,785 -20.4% 40,168
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 92.75 91.76 87.21
R3 90.30 89.31 86.53
R2 87.85 87.85 86.31
R1 86.86 86.86 86.08 87.36
PP 85.40 85.40 85.40 85.65
S1 84.41 84.41 85.64 84.91
S2 82.95 82.95 85.41
S3 80.50 81.96 85.19
S4 78.05 79.51 84.51
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 106.23 103.15 88.05
R3 97.94 94.86 85.77
R2 89.65 89.65 85.01
R1 86.57 86.57 84.25 88.11
PP 81.36 81.36 81.36 82.13
S1 78.28 78.28 82.73 79.82
S2 73.07 73.07 81.97
S3 64.78 69.99 81.21
S4 56.49 61.70 78.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.40 76.15 10.25 11.9% 2.71 3.2% 95% True False 7,978
10 86.40 76.15 10.25 11.9% 3.06 3.6% 95% True False 7,092
20 91.22 76.15 15.07 17.6% 2.90 3.4% 64% False False 7,750
40 91.44 76.15 15.29 17.8% 2.69 3.1% 64% False False 7,085
60 102.67 76.15 26.52 30.9% 2.61 3.0% 37% False False 6,252
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.87
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.81
2.618 92.81
1.618 90.36
1.000 88.85
0.618 87.91
HIGH 86.40
0.618 85.46
0.500 85.18
0.382 84.89
LOW 83.95
0.618 82.44
1.000 81.50
1.618 79.99
2.618 77.54
4.250 73.54
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 85.63 84.96
PP 85.40 84.06
S1 85.18 83.17

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.