NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 78.89 78.41 -0.48 -0.6% 76.72
High 79.69 78.70 -0.99 -1.2% 80.11
Low 78.20 76.00 -2.20 -2.8% 76.32
Close 78.66 77.03 -1.63 -2.1% 79.18
Range 1.49 2.70 1.21 81.2% 3.79
ATR 2.27 2.30 0.03 1.3% 0.00
Volume 60,352 69,402 9,050 15.0% 355,258
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.34 83.89 78.52
R3 82.64 81.19 77.77
R2 79.94 79.94 77.53
R1 78.49 78.49 77.28 77.87
PP 77.24 77.24 77.24 76.93
S1 75.79 75.79 76.78 75.17
S2 74.54 74.54 76.54
S3 71.84 73.09 76.29
S4 69.14 70.39 75.55
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.91 88.33 81.26
R3 86.12 84.54 80.22
R2 82.33 82.33 79.87
R1 80.75 80.75 79.53 81.54
PP 78.54 78.54 78.54 78.93
S1 76.96 76.96 78.83 77.75
S2 74.75 74.75 78.49
S3 70.96 73.17 78.14
S4 67.17 69.38 77.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.82 76.00 4.82 6.3% 1.88 2.4% 21% False True 67,507
10 80.82 75.84 4.98 6.5% 1.99 2.6% 24% False False 67,895
20 80.82 71.27 9.55 12.4% 2.41 3.1% 60% False False 62,740
40 92.21 69.62 22.59 29.3% 2.53 3.3% 33% False False 54,162
60 92.21 69.62 22.59 29.3% 2.16 2.8% 33% False False 45,765
80 92.21 69.62 22.59 29.3% 2.02 2.6% 33% False False 36,429
100 92.21 69.62 22.59 29.3% 2.03 2.6% 33% False False 30,449
120 92.21 69.62 22.59 29.3% 1.87 2.4% 33% False False 25,978
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 0.52
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 90.18
2.618 85.77
1.618 83.07
1.000 81.40
0.618 80.37
HIGH 78.70
0.618 77.67
0.500 77.35
0.382 77.03
LOW 76.00
0.618 74.33
1.000 73.30
1.618 71.63
2.618 68.93
4.250 64.53
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 77.35 78.41
PP 77.24 77.95
S1 77.14 77.49

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.