NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 76.46 76.69 0.23 0.3% 76.03
High 77.29 77.86 0.57 0.7% 77.86
Low 75.42 73.16 -2.26 -3.0% 73.16
Close 77.11 73.77 -3.34 -4.3% 73.77
Range 1.87 4.70 2.83 151.3% 4.70
ATR 2.60 2.75 0.15 5.8% 0.00
Volume 60,081 76,441 16,360 27.2% 221,025
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.03 86.10 76.36
R3 84.33 81.40 75.06
R2 79.63 79.63 74.63
R1 76.70 76.70 74.20 75.82
PP 74.93 74.93 74.93 74.49
S1 72.00 72.00 73.34 71.12
S2 70.23 70.23 72.91
S3 65.53 67.30 72.48
S4 60.83 62.60 71.19
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.03 86.10 76.36
R3 84.33 81.40 75.06
R2 79.63 79.63 74.63
R1 76.70 76.70 74.20 75.82
PP 74.93 74.93 74.93 74.49
S1 72.00 72.00 73.34 71.12
S2 70.23 70.23 72.91
S3 65.53 67.30 72.48
S4 60.83 62.60 71.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.86 73.16 4.70 6.4% 3.07 4.2% 13% True True 53,576
10 77.86 69.62 8.24 11.2% 2.80 3.8% 50% True False 51,538
20 84.50 69.62 14.88 20.2% 2.75 3.7% 28% False False 48,353
40 92.21 69.62 22.59 30.6% 2.37 3.2% 18% False False 43,419
60 92.21 69.62 22.59 30.6% 2.07 2.8% 18% False False 32,643
80 92.21 69.62 22.59 30.6% 1.99 2.7% 18% False False 26,280
100 92.21 69.62 22.59 30.6% 1.91 2.6% 18% False False 22,050
120 92.21 69.62 22.59 30.6% 1.73 2.3% 18% False False 18,743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 97.84
2.618 90.16
1.618 85.46
1.000 82.56
0.618 80.76
HIGH 77.86
0.618 76.06
0.500 75.51
0.382 74.96
LOW 73.16
0.618 70.26
1.000 68.46
1.618 65.56
2.618 60.86
4.250 53.19
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 75.51 75.51
PP 74.93 74.93
S1 74.35 74.35

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.