NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 93.73 95.48 1.75 1.9% 91.66
High 95.30 96.25 0.95 1.0% 93.73
Low 93.12 95.01 1.89 2.0% 89.40
Close 95.17 96.15 0.98 1.0% 93.73
Range 2.18 1.24 -0.94 -43.1% 4.33
ATR 2.22 2.15 -0.07 -3.2% 0.00
Volume 2,919 4,764 1,845 63.2% 25,857
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 99.52 99.08 96.83
R3 98.28 97.84 96.49
R2 97.04 97.04 96.38
R1 96.60 96.60 96.26 96.82
PP 95.80 95.80 95.80 95.92
S1 95.36 95.36 96.04 95.58
S2 94.56 94.56 95.92
S3 93.32 94.12 95.81
S4 92.08 92.88 95.47
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 105.28 103.83 96.11
R3 100.95 99.50 94.92
R2 96.62 96.62 94.52
R1 95.17 95.17 94.13 95.90
PP 92.29 92.29 92.29 92.65
S1 90.84 90.84 93.33 91.57
S2 87.96 87.96 92.94
S3 83.63 86.51 92.54
S4 79.30 82.18 91.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.25 91.53 4.72 4.9% 1.09 1.1% 98% True False 4,747
10 96.25 89.40 6.85 7.1% 1.49 1.5% 99% True False 5,788
20 96.25 84.58 11.67 12.1% 1.96 2.0% 99% True False 5,228
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.52
2.618 99.50
1.618 98.26
1.000 97.49
0.618 97.02
HIGH 96.25
0.618 95.78
0.500 95.63
0.382 95.48
LOW 95.01
0.618 94.24
1.000 93.77
1.618 93.00
2.618 91.76
4.250 89.74
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 95.98 95.59
PP 95.80 95.04
S1 95.63 94.48

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.