NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 76.98 77.21 0.23 0.3% 73.36
High 77.51 77.33 -0.18 -0.2% 77.51
Low 76.07 75.47 -0.60 -0.8% 72.15
Close 77.07 75.87 -1.20 -1.6% 77.07
Range 1.44 1.86 0.42 29.2% 5.36
ATR 2.26 2.23 -0.03 -1.3% 0.00
Volume 34,191 34,367 176 0.5% 117,002
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.80 80.70 76.89
R3 79.94 78.84 76.38
R2 78.08 78.08 76.21
R1 76.98 76.98 76.04 76.60
PP 76.22 76.22 76.22 76.04
S1 75.12 75.12 75.70 74.74
S2 74.36 74.36 75.53
S3 72.50 73.26 75.36
S4 70.64 71.40 74.85
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 91.66 89.72 80.02
R3 86.30 84.36 78.54
R2 80.94 80.94 78.05
R1 79.00 79.00 77.56 79.97
PP 75.58 75.58 75.58 76.06
S1 73.64 73.64 76.58 74.61
S2 70.22 70.22 76.09
S3 64.86 68.28 75.60
S4 59.50 62.92 74.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.51 72.15 5.36 7.1% 2.11 2.8% 69% False False 30,273
10 80.40 72.15 8.25 10.9% 2.25 3.0% 45% False False 30,908
20 81.51 72.15 9.36 12.3% 2.09 2.8% 40% False False 26,710
40 83.31 70.35 12.96 17.1% 2.36 3.1% 43% False False 23,533
60 92.75 70.35 22.40 29.5% 2.26 3.0% 25% False False 21,085
80 92.75 70.35 22.40 29.5% 1.99 2.6% 25% False False 18,334
100 92.75 70.35 22.40 29.5% 1.88 2.5% 25% False False 15,576
120 92.75 70.35 22.40 29.5% 1.78 2.3% 25% False False 13,573
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 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.24
2.618 82.20
1.618 80.34
1.000 79.19
0.618 78.48
HIGH 77.33
0.618 76.62
0.500 76.40
0.382 76.18
LOW 75.47
0.618 74.32
1.000 73.61
1.618 72.46
2.618 70.60
4.250 67.57
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 76.40 76.49
PP 76.22 76.28
S1 76.05 76.08

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.