NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 85.03 84.66 -0.37 -0.4% 83.02
High 85.04 86.55 1.51 1.8% 83.42
Low 83.75 84.66 0.91 1.1% 80.45
Close 85.03 86.34 1.31 1.5% 81.60
Range 1.29 1.89 0.60 46.5% 2.97
ATR 1.66 1.68 0.02 1.0% 0.00
Volume 8,605 13,305 4,700 54.6% 38,367
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.52 90.82 87.38
R3 89.63 88.93 86.86
R2 87.74 87.74 86.69
R1 87.04 87.04 86.51 87.39
PP 85.85 85.85 85.85 86.03
S1 85.15 85.15 86.17 85.50
S2 83.96 83.96 85.99
S3 82.07 83.26 85.82
S4 80.18 81.37 85.30
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.73 89.14 83.23
R3 87.76 86.17 82.42
R2 84.79 84.79 82.14
R1 83.20 83.20 81.87 82.51
PP 81.82 81.82 81.82 81.48
S1 80.23 80.23 81.33 79.54
S2 78.85 78.85 81.06
S3 75.88 77.26 80.78
S4 72.91 74.29 79.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.55 81.32 5.23 6.1% 1.51 1.7% 96% True False 9,933
10 86.55 80.45 6.10 7.1% 1.59 1.8% 97% True False 8,939
20 86.55 80.45 6.10 7.1% 1.55 1.8% 97% True False 8,941
40 86.55 72.43 14.12 16.4% 1.79 2.1% 99% True False 7,954
60 87.30 72.43 14.87 17.2% 1.61 1.9% 94% False False 6,652
80 87.30 72.43 14.87 17.2% 1.43 1.7% 94% False False 5,581
100 87.30 72.43 14.87 17.2% 1.37 1.6% 94% False False 4,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.58
2.618 91.50
1.618 89.61
1.000 88.44
0.618 87.72
HIGH 86.55
0.618 85.83
0.500 85.61
0.382 85.38
LOW 84.66
0.618 83.49
1.000 82.77
1.618 81.60
2.618 79.71
4.250 76.63
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 86.10 85.86
PP 85.85 85.38
S1 85.61 84.90

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.