NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 91.83 90.11 -1.72 -1.9% 87.62
High 91.83 92.58 0.75 0.8% 93.65
Low 88.43 90.09 1.66 1.9% 87.62
Close 91.39 91.70 0.31 0.3% 92.79
Range 3.40 2.49 -0.91 -26.8% 6.03
ATR 2.93 2.89 -0.03 -1.1% 0.00
Volume 15,684 27,606 11,922 76.0% 230,891
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 98.93 97.80 93.07
R3 96.44 95.31 92.38
R2 93.95 93.95 92.16
R1 92.82 92.82 91.93 93.39
PP 91.46 91.46 91.46 91.74
S1 90.33 90.33 91.47 90.90
S2 88.97 88.97 91.24
S3 86.48 87.84 91.02
S4 83.99 85.35 90.33
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 109.44 107.15 96.11
R3 103.41 101.12 94.45
R2 97.38 97.38 93.90
R1 95.09 95.09 93.34 96.24
PP 91.35 91.35 91.35 91.93
S1 89.06 89.06 92.24 90.21
S2 85.32 85.32 91.68
S3 79.29 83.03 91.13
S4 73.26 77.00 89.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.65 88.43 5.22 5.7% 2.48 2.7% 63% False False 28,399
10 93.65 85.00 8.65 9.4% 2.65 2.9% 77% False False 34,058
20 93.65 80.26 13.39 14.6% 2.65 2.9% 85% False False 29,593
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.16
2.618 99.10
1.618 96.61
1.000 95.07
0.618 94.12
HIGH 92.58
0.618 91.63
0.500 91.34
0.382 91.04
LOW 90.09
0.618 88.55
1.000 87.60
1.618 86.06
2.618 83.57
4.250 79.51
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 91.58 91.37
PP 91.46 91.04
S1 91.34 90.71

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.