NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 77.81 75.58 -2.23 -2.9% 81.40
High 78.03 76.83 -1.20 -1.5% 83.67
Low 74.81 73.88 -0.93 -1.2% 77.31
Close 75.06 74.39 -0.67 -0.9% 77.67
Range 3.22 2.95 -0.27 -8.4% 6.36
ATR 2.51 2.54 0.03 1.3% 0.00
Volume 91,907 86,966 -4,941 -5.4% 414,986
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 83.88 82.09 76.01
R3 80.93 79.14 75.20
R2 77.98 77.98 74.93
R1 76.19 76.19 74.66 75.61
PP 75.03 75.03 75.03 74.75
S1 73.24 73.24 74.12 72.66
S2 72.08 72.08 73.85
S3 69.13 70.29 73.58
S4 66.18 67.34 72.77
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.63 94.51 81.17
R3 92.27 88.15 79.42
R2 85.91 85.91 78.84
R1 81.79 81.79 78.25 80.67
PP 79.55 79.55 79.55 78.99
S1 75.43 75.43 77.09 74.31
S2 73.19 73.19 76.50
S3 66.83 69.07 75.92
S4 60.47 62.71 74.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.26 73.88 9.38 12.6% 2.82 3.8% 5% False True 95,532
10 87.58 73.88 13.70 18.4% 3.12 4.2% 4% False True 82,601
20 91.38 73.88 17.50 23.5% 2.56 3.4% 3% False True 74,496
40 91.38 73.88 17.50 23.5% 2.02 2.7% 3% False True 51,955
60 91.38 73.88 17.50 23.5% 1.92 2.6% 3% False True 37,966
80 91.38 72.04 19.34 26.0% 1.91 2.6% 12% False False 29,972
100 91.38 72.04 19.34 26.0% 1.75 2.3% 12% False False 24,455
120 91.38 72.04 19.34 26.0% 1.62 2.2% 12% False False 20,802
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 0.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.37
2.618 84.55
1.618 81.60
1.000 79.78
0.618 78.65
HIGH 76.83
0.618 75.70
0.500 75.36
0.382 75.01
LOW 73.88
0.618 72.06
1.000 70.93
1.618 69.11
2.618 66.16
4.250 61.34
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 75.36 77.59
PP 75.03 76.52
S1 74.71 75.46

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.