NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 73.06 73.36 0.30 0.4% 79.48
High 74.37 74.83 0.46 0.6% 80.40
Low 72.57 72.15 -0.42 -0.6% 72.57
Close 73.06 73.06 0.00 0.0% 73.06
Range 1.80 2.68 0.88 48.9% 7.83
ATR 2.28 2.31 0.03 1.3% 0.00
Volume 48,875 29,218 -19,657 -40.2% 157,712
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.39 79.90 74.53
R3 78.71 77.22 73.80
R2 76.03 76.03 73.55
R1 74.54 74.54 73.31 73.95
PP 73.35 73.35 73.35 73.05
S1 71.86 71.86 72.81 71.27
S2 70.67 70.67 72.57
S3 67.99 69.18 72.32
S4 65.31 66.50 71.59
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 98.83 93.78 77.37
R3 91.00 85.95 75.21
R2 83.17 83.17 74.50
R1 78.12 78.12 73.78 76.73
PP 75.34 75.34 75.34 74.65
S1 70.29 70.29 72.34 68.90
S2 67.51 67.51 71.62
S3 59.68 62.46 70.91
S4 51.85 54.63 68.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.52 72.15 7.37 10.1% 2.63 3.6% 12% False True 32,853
10 80.40 72.15 8.25 11.3% 2.30 3.2% 11% False True 28,433
20 81.51 72.15 9.36 12.8% 2.09 2.9% 10% False True 25,339
40 85.35 70.35 15.00 20.5% 2.35 3.2% 18% False False 22,236
60 92.75 70.35 22.40 30.7% 2.21 3.0% 12% False False 20,551
80 92.75 70.35 22.40 30.7% 1.96 2.7% 12% False False 17,039
100 92.75 70.35 22.40 30.7% 1.87 2.6% 12% False False 14,464
120 92.75 70.35 22.40 30.7% 1.75 2.4% 12% False False 12,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.22
2.618 81.85
1.618 79.17
1.000 77.51
0.618 76.49
HIGH 74.83
0.618 73.81
0.500 73.49
0.382 73.17
LOW 72.15
0.618 70.49
1.000 69.47
1.618 67.81
2.618 65.13
4.250 60.76
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 73.49 74.26
PP 73.35 73.86
S1 73.20 73.46

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.