NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 88.80 86.49 -2.31 -2.6% 84.43
High 89.98 87.49 -2.49 -2.8% 87.94
Low 86.68 84.94 -1.74 -2.0% 83.95
Close 86.81 86.64 -0.17 -0.2% 87.35
Range 3.30 2.55 -0.75 -22.7% 3.99
ATR 2.89 2.87 -0.02 -0.8% 0.00
Volume 9,685 6,291 -3,394 -35.0% 60,368
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 94.01 92.87 88.04
R3 91.46 90.32 87.34
R2 88.91 88.91 87.11
R1 87.77 87.77 86.87 88.34
PP 86.36 86.36 86.36 86.64
S1 85.22 85.22 86.41 85.79
S2 83.81 83.81 86.17
S3 81.26 82.67 85.94
S4 78.71 80.12 85.24
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 98.38 96.86 89.54
R3 94.39 92.87 88.45
R2 90.40 90.40 88.08
R1 88.88 88.88 87.72 89.64
PP 86.41 86.41 86.41 86.80
S1 84.89 84.89 86.98 85.65
S2 82.42 82.42 86.62
S3 78.43 80.90 86.25
S4 74.44 76.91 85.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.98 84.82 5.16 6.0% 2.75 3.2% 35% False False 9,269
10 89.98 81.97 8.01 9.2% 2.48 2.9% 58% False False 10,638
20 89.98 76.15 13.83 16.0% 2.91 3.4% 76% False False 8,958
40 91.44 76.15 15.29 17.6% 2.69 3.1% 69% False False 8,222
60 100.75 76.15 24.60 28.4% 2.74 3.2% 43% False False 7,212
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 0.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.33
2.618 94.17
1.618 91.62
1.000 90.04
0.618 89.07
HIGH 87.49
0.618 86.52
0.500 86.22
0.382 85.91
LOW 84.94
0.618 83.36
1.000 82.39
1.618 80.81
2.618 78.26
4.250 74.10
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 86.50 87.46
PP 86.36 87.19
S1 86.22 86.91

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.