NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 83.54 85.19 1.65 2.0% 83.25
High 84.09 85.27 1.18 1.4% 83.58
Low 83.54 84.00 0.46 0.6% 80.82
Close 83.84 85.19 1.35 1.6% 81.81
Range 0.55 1.27 0.72 130.9% 2.76
ATR 1.52 1.52 -0.01 -0.4% 0.00
Volume 9,094 4,352 -4,742 -52.1% 19,473
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.63 88.18 85.89
R3 87.36 86.91 85.54
R2 86.09 86.09 85.42
R1 85.64 85.64 85.31 85.83
PP 84.82 84.82 84.82 84.91
S1 84.37 84.37 85.07 84.56
S2 83.55 83.55 84.96
S3 82.28 83.10 84.84
S4 81.01 81.83 84.49
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.35 88.84 83.33
R3 87.59 86.08 82.57
R2 84.83 84.83 82.32
R1 83.32 83.32 82.06 82.70
PP 82.07 82.07 82.07 81.76
S1 80.56 80.56 81.56 79.94
S2 79.31 79.31 81.30
S3 76.55 77.80 81.05
S4 73.79 75.04 80.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.27 81.52 3.75 4.4% 1.10 1.3% 98% True False 4,987
10 85.27 80.82 4.45 5.2% 1.07 1.3% 98% True False 4,632
20 85.27 80.82 4.45 5.2% 1.14 1.3% 98% True False 4,798
40 85.27 73.17 12.10 14.2% 1.39 1.6% 99% True False 4,437
60 87.29 73.17 14.12 16.6% 1.28 1.5% 85% False False 3,864
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.67
2.618 88.59
1.618 87.32
1.000 86.54
0.618 86.05
HIGH 85.27
0.618 84.78
0.500 84.64
0.382 84.49
LOW 84.00
0.618 83.22
1.000 82.73
1.618 81.95
2.618 80.68
4.250 78.60
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 85.01 84.71
PP 84.82 84.23
S1 84.64 83.76

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.