NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 73.59 74.57 0.98 1.3% 76.36
High 75.45 74.60 -0.85 -1.1% 78.04
Low 73.32 72.81 -0.51 -0.7% 72.75
Close 74.86 73.52 -1.34 -1.8% 73.66
Range 2.13 1.79 -0.34 -16.0% 5.29
ATR 2.12 2.11 0.00 -0.2% 0.00
Volume 93,561 29,295 -64,266 -68.7% 1,455,457
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 79.01 78.06 74.50
R3 77.22 76.27 74.01
R2 75.43 75.43 73.85
R1 74.48 74.48 73.68 74.06
PP 73.64 73.64 73.64 73.44
S1 72.69 72.69 73.36 72.27
S2 71.85 71.85 73.19
S3 70.06 70.90 73.03
S4 68.27 69.11 72.54
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 90.69 87.46 76.57
R3 85.40 82.17 75.11
R2 80.11 80.11 74.63
R1 76.88 76.88 74.14 75.85
PP 74.82 74.82 74.82 74.30
S1 71.59 71.59 73.18 70.56
S2 69.53 69.53 72.69
S3 64.24 66.30 72.21
S4 58.95 61.01 70.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.65 72.75 3.90 5.3% 2.06 2.8% 20% False False 177,414
10 78.04 72.75 5.29 7.2% 2.02 2.7% 15% False False 263,379
20 78.04 70.76 7.28 9.9% 2.15 2.9% 38% False False 310,497
40 83.40 70.76 12.64 17.2% 2.06 2.8% 22% False False 222,209
60 83.40 70.76 12.64 17.2% 2.09 2.8% 22% False False 161,362
80 83.40 70.76 12.64 17.2% 2.12 2.9% 22% False False 126,527
100 92.75 70.35 22.40 30.5% 2.23 3.0% 14% False False 105,005
120 92.75 70.35 22.40 30.5% 2.10 2.9% 14% False False 89,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.21
2.618 79.29
1.618 77.50
1.000 76.39
0.618 75.71
HIGH 74.60
0.618 73.92
0.500 73.71
0.382 73.49
LOW 72.81
0.618 71.70
1.000 71.02
1.618 69.91
2.618 68.12
4.250 65.20
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 73.71 74.10
PP 73.64 73.91
S1 73.58 73.71

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.