NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 82.40 80.13 -2.27 -2.8% 88.57
High 83.20 82.78 -0.42 -0.5% 89.52
Low 79.41 79.11 -0.30 -0.4% 79.41
Close 81.65 81.78 0.13 0.2% 81.65
Range 3.79 3.67 -0.12 -3.2% 10.11
ATR 2.69 2.76 0.07 2.6% 0.00
Volume 7,217 8,508 1,291 17.9% 30,472
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 92.23 90.68 83.80
R3 88.56 87.01 82.79
R2 84.89 84.89 82.45
R1 83.34 83.34 82.12 84.12
PP 81.22 81.22 81.22 81.61
S1 79.67 79.67 81.44 80.45
S2 77.55 77.55 81.11
S3 73.88 76.00 80.77
S4 70.21 72.33 79.76
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.86 107.86 87.21
R3 103.75 97.75 84.43
R2 93.64 93.64 83.50
R1 87.64 87.64 82.58 85.59
PP 83.53 83.53 83.53 82.50
S1 77.53 77.53 80.72 75.48
S2 73.42 73.42 79.80
S3 63.31 67.42 78.87
S4 53.20 57.31 76.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.52 79.11 10.41 12.7% 3.47 4.2% 26% False True 6,590
10 91.26 79.11 12.15 14.9% 2.61 3.2% 22% False True 6,678
20 91.59 79.11 12.48 15.3% 2.17 2.6% 21% False True 6,546
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 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.38
2.618 92.39
1.618 88.72
1.000 86.45
0.618 85.05
HIGH 82.78
0.618 81.38
0.500 80.95
0.382 80.51
LOW 79.11
0.618 76.84
1.000 75.44
1.618 73.17
2.618 69.50
4.250 63.51
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 81.50 82.81
PP 81.22 82.46
S1 80.95 82.12

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.