NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 77.92 78.56 0.64 0.8% 71.83
High 79.17 79.07 -0.10 -0.1% 77.35
Low 77.17 77.56 0.39 0.5% 70.93
Close 78.72 78.04 -0.68 -0.9% 75.34
Range 2.00 1.51 -0.49 -24.5% 6.42
ATR 2.57 2.49 -0.08 -2.9% 0.00
Volume 149,234 178,723 29,489 19.8% 859,441
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.75 81.91 78.87
R3 81.24 80.40 78.46
R2 79.73 79.73 78.32
R1 78.89 78.89 78.18 78.56
PP 78.22 78.22 78.22 78.06
S1 77.38 77.38 77.90 77.05
S2 76.71 76.71 77.76
S3 75.20 75.87 77.62
S4 73.69 74.36 77.21
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.80 90.99 78.87
R3 87.38 84.57 77.11
R2 80.96 80.96 76.52
R1 78.15 78.15 75.93 79.56
PP 74.54 74.54 74.54 75.24
S1 71.73 71.73 74.75 73.14
S2 68.12 68.12 74.16
S3 61.70 65.31 73.57
S4 55.28 58.89 71.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.17 74.74 4.43 5.7% 1.99 2.6% 74% False False 174,153
10 79.17 70.93 8.24 10.6% 2.43 3.1% 86% False False 170,138
20 79.17 68.59 10.58 13.6% 2.61 3.3% 89% False False 139,937
40 91.38 68.59 22.79 29.2% 2.60 3.3% 41% False False 109,183
60 91.38 68.59 22.79 29.2% 2.23 2.9% 41% False False 83,128
80 91.38 68.59 22.79 29.2% 2.11 2.7% 41% False False 64,815
100 91.38 68.59 22.79 29.2% 2.06 2.6% 41% False False 53,084
120 91.38 68.59 22.79 29.2% 1.89 2.4% 41% False False 44,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 85.49
2.618 83.02
1.618 81.51
1.000 80.58
0.618 80.00
HIGH 79.07
0.618 78.49
0.500 78.32
0.382 78.14
LOW 77.56
0.618 76.63
1.000 76.05
1.618 75.12
2.618 73.61
4.250 71.14
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 78.32 77.84
PP 78.22 77.64
S1 78.13 77.44

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.