NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 77.21 76.01 -1.20 -1.6% 73.36
High 77.33 78.18 0.85 1.1% 77.51
Low 75.47 75.12 -0.35 -0.5% 72.15
Close 75.87 77.98 2.11 2.8% 77.07
Range 1.86 3.06 1.20 64.5% 5.36
ATR 2.23 2.29 0.06 2.7% 0.00
Volume 34,367 34,297 -70 -0.2% 117,002
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.27 85.19 79.66
R3 83.21 82.13 78.82
R2 80.15 80.15 78.54
R1 79.07 79.07 78.26 79.61
PP 77.09 77.09 77.09 77.37
S1 76.01 76.01 77.70 76.55
S2 74.03 74.03 77.42
S3 70.97 72.95 77.14
S4 67.91 69.89 76.30
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 78.18 72.57 5.61 7.2% 2.19 2.8% 96% True False 31,289
10 79.52 72.15 7.37 9.5% 2.41 3.1% 79% False False 32,071
20 81.51 72.15 9.36 12.0% 2.15 2.8% 62% False False 27,243
40 81.51 70.35 11.16 14.3% 2.34 3.0% 68% False False 23,858
60 92.75 70.35 22.40 28.7% 2.28 2.9% 34% False False 21,451
80 92.75 70.35 22.40 28.7% 2.03 2.6% 34% False False 18,688
100 92.75 70.35 22.40 28.7% 1.89 2.4% 34% False False 15,879
120 92.75 70.35 22.40 28.7% 1.79 2.3% 34% False False 13,835
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.59
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.19
2.618 86.19
1.618 83.13
1.000 81.24
0.618 80.07
HIGH 78.18
0.618 77.01
0.500 76.65
0.382 76.29
LOW 75.12
0.618 73.23
1.000 72.06
1.618 70.17
2.618 67.11
4.250 62.12
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 77.54 77.54
PP 77.09 77.09
S1 76.65 76.65

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.