NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 73.94 78.05 4.11 5.6% 73.98
High 77.87 78.70 0.83 1.1% 78.70
Low 73.94 76.82 2.88 3.9% 70.96
Close 77.83 77.58 -0.25 -0.3% 77.58
Range 3.93 1.88 -2.05 -52.2% 7.74
ATR 2.38 2.34 -0.04 -1.5% 0.00
Volume 12,902 10,837 -2,065 -16.0% 61,448
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 83.34 82.34 78.61
R3 81.46 80.46 78.10
R2 79.58 79.58 77.92
R1 78.58 78.58 77.75 78.14
PP 77.70 77.70 77.70 77.48
S1 76.70 76.70 77.41 76.26
S2 75.82 75.82 77.24
S3 73.94 74.82 77.06
S4 72.06 72.94 76.55
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 98.97 96.01 81.84
R3 91.23 88.27 79.71
R2 83.49 83.49 79.00
R1 80.53 80.53 78.29 82.01
PP 75.75 75.75 75.75 76.49
S1 72.79 72.79 76.87 74.27
S2 68.01 68.01 76.16
S3 60.27 65.05 75.45
S4 52.53 57.31 73.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.70 70.96 7.74 10.0% 2.36 3.0% 86% True False 12,289
10 80.58 70.96 9.62 12.4% 2.54 3.3% 69% False False 12,860
20 93.14 70.96 22.18 28.6% 2.53 3.3% 30% False False 13,693
40 93.14 70.96 22.18 28.6% 1.84 2.4% 30% False False 12,115
60 93.14 70.96 22.18 28.6% 1.61 2.1% 30% False False 9,470
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 True
Stretch 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.69
2.618 83.62
1.618 81.74
1.000 80.58
0.618 79.86
HIGH 78.70
0.618 77.98
0.500 77.76
0.382 77.54
LOW 76.82
0.618 75.66
1.000 74.94
1.618 73.78
2.618 71.90
4.250 68.83
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 77.76 76.94
PP 77.70 76.30
S1 77.64 75.66

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.