NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 77.64 78.30 0.66 0.9% 78.50
High 77.64 80.37 2.73 3.5% 78.44
Low 75.70 78.10 2.40 3.2% 75.81
Close 77.64 80.37 2.73 3.5% 76.05
Range 1.94 2.27 0.33 17.0% 2.63
ATR 1.39 1.49 0.10 6.9% 0.00
Volume 3,352 5,817 2,465 73.5% 23,348
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.42 85.67 81.62
R3 84.15 83.40 80.99
R2 81.88 81.88 80.79
R1 81.13 81.13 80.58 81.51
PP 79.61 79.61 79.61 79.80
S1 78.86 78.86 80.16 79.24
S2 77.34 77.34 79.95
S3 75.07 76.59 79.75
S4 72.80 74.32 79.12
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.66 82.98 77.50
R3 82.03 80.35 76.77
R2 79.40 79.40 76.53
R1 77.72 77.72 76.29 77.25
PP 76.77 76.77 76.77 76.53
S1 75.09 75.09 75.81 74.62
S2 74.14 74.14 75.57
S3 71.51 72.46 75.33
S4 68.88 69.83 74.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.37 75.70 4.67 5.8% 1.52 1.9% 100% True False 4,402
10 81.05 75.70 5.35 6.7% 1.25 1.6% 87% False False 4,513
20 87.30 75.70 11.60 14.4% 1.24 1.5% 40% False False 3,939
40 87.30 75.70 11.60 14.4% 1.09 1.4% 40% False False 3,144
60 87.30 75.70 11.60 14.4% 1.09 1.4% 40% False False 2,900
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 90.02
2.618 86.31
1.618 84.04
1.000 82.64
0.618 81.77
HIGH 80.37
0.618 79.50
0.500 79.24
0.382 78.97
LOW 78.10
0.618 76.70
1.000 75.83
1.618 74.43
2.618 72.16
4.250 68.45
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 79.99 79.59
PP 79.61 78.81
S1 79.24 78.04

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.