NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 101.58 98.38 -3.20 -3.2% 98.03
High 102.80 99.82 -2.98 -2.9% 102.80
Low 98.29 97.04 -1.25 -1.3% 96.81
Close 98.74 97.57 -1.17 -1.2% 97.57
Range 4.51 2.78 -1.73 -38.4% 5.99
ATR 2.57 2.59 0.01 0.6% 0.00
Volume 27,309 17,669 -9,640 -35.3% 76,910
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 106.48 104.81 99.10
R3 103.70 102.03 98.33
R2 100.92 100.92 98.08
R1 99.25 99.25 97.82 98.70
PP 98.14 98.14 98.14 97.87
S1 96.47 96.47 97.32 95.92
S2 95.36 95.36 97.06
S3 92.58 93.69 96.81
S4 89.80 90.91 96.04
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 117.03 113.29 100.86
R3 111.04 107.30 99.22
R2 105.05 105.05 98.67
R1 101.31 101.31 98.12 100.19
PP 99.06 99.06 99.06 98.50
S1 95.32 95.32 97.02 94.20
S2 93.07 93.07 96.47
S3 87.08 89.33 95.92
S4 81.09 83.34 94.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.80 96.81 5.99 6.1% 2.93 3.0% 13% False False 15,382
10 102.80 93.95 8.85 9.1% 2.44 2.5% 41% False False 13,862
20 102.80 88.04 14.76 15.1% 2.30 2.4% 65% False False 14,459
40 102.80 76.44 26.36 27.0% 2.51 2.6% 80% False False 11,186
60 102.80 76.44 26.36 27.0% 2.36 2.4% 80% False False 9,586
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.64
2.618 107.10
1.618 104.32
1.000 102.60
0.618 101.54
HIGH 99.82
0.618 98.76
0.500 98.43
0.382 98.10
LOW 97.04
0.618 95.32
1.000 94.26
1.618 92.54
2.618 89.76
4.250 85.23
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 98.43 99.92
PP 98.14 99.14
S1 97.86 98.35

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.