NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 78.05 78.20 0.15 0.2% 74.67
High 79.19 79.69 0.50 0.6% 79.43
Low 77.40 77.78 0.38 0.5% 74.23
Close 78.05 78.59 0.54 0.7% 78.05
Range 1.79 1.91 0.12 6.7% 5.20
ATR 2.31 2.28 -0.03 -1.2% 0.00
Volume 10,480 15,194 4,714 45.0% 65,077
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.42 83.41 79.64
R3 82.51 81.50 79.12
R2 80.60 80.60 78.94
R1 79.59 79.59 78.77 80.10
PP 78.69 78.69 78.69 78.94
S1 77.68 77.68 78.41 78.19
S2 76.78 76.78 78.24
S3 74.87 75.77 78.06
S4 72.96 73.86 77.54
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 92.84 90.64 80.91
R3 87.64 85.44 79.48
R2 82.44 82.44 79.00
R1 80.24 80.24 78.53 81.34
PP 77.24 77.24 77.24 77.79
S1 75.04 75.04 77.57 76.14
S2 72.04 72.04 77.10
S3 66.84 69.84 76.62
S4 61.64 64.64 75.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.69 74.66 5.03 6.4% 1.92 2.4% 78% True False 13,861
10 79.69 74.23 5.46 6.9% 2.29 2.9% 80% True False 12,913
20 80.58 70.96 9.62 12.2% 2.42 3.1% 79% False False 12,887
40 93.14 70.96 22.18 28.2% 2.14 2.7% 34% False False 12,596
60 93.14 70.96 22.18 28.2% 1.82 2.3% 34% False False 10,932
80 93.14 70.96 22.18 28.2% 1.64 2.1% 34% False False 9,267
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.81
2.618 84.69
1.618 82.78
1.000 81.60
0.618 80.87
HIGH 79.69
0.618 78.96
0.500 78.74
0.382 78.51
LOW 77.78
0.618 76.60
1.000 75.87
1.618 74.69
2.618 72.78
4.250 69.66
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 78.74 78.54
PP 78.69 78.49
S1 78.64 78.45

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.