NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 76.50 75.74 -0.76 -1.0% 75.60
High 77.45 77.57 0.12 0.2% 77.57
Low 75.45 75.69 0.24 0.3% 74.24
Close 75.79 77.37 1.58 2.1% 77.37
Range 2.00 1.88 -0.12 -6.0% 3.33
ATR 2.04 2.03 -0.01 -0.6% 0.00
Volume 174,429 195,462 21,033 12.1% 689,353
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.52 81.82 78.40
R3 80.64 79.94 77.89
R2 78.76 78.76 77.71
R1 78.06 78.06 77.54 78.41
PP 76.88 76.88 76.88 77.05
S1 76.18 76.18 77.20 76.53
S2 75.00 75.00 77.03
S3 73.12 74.30 76.85
S4 71.24 72.42 76.34
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.38 85.21 79.20
R3 83.05 81.88 78.29
R2 79.72 79.72 77.98
R1 78.55 78.55 77.68 79.14
PP 76.39 76.39 76.39 76.69
S1 75.22 75.22 77.06 75.81
S2 73.06 73.06 76.76
S3 69.73 71.89 76.45
S4 66.40 68.56 75.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.57 74.24 3.33 4.3% 2.03 2.6% 94% True False 172,028
10 77.57 73.08 4.49 5.8% 2.20 2.8% 96% True False 167,923
20 77.82 71.49 6.33 8.2% 1.94 2.5% 93% False False 121,505
40 83.91 71.49 12.42 16.1% 1.98 2.6% 47% False False 77,497
60 83.91 71.49 12.42 16.1% 2.00 2.6% 47% False False 56,161
80 83.91 70.96 12.95 16.7% 2.07 2.7% 49% False False 45,300
100 93.14 70.96 22.18 28.7% 2.07 2.7% 29% False False 38,807
120 93.14 70.96 22.18 28.7% 1.90 2.5% 29% False False 33,673
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.56
2.618 82.49
1.618 80.61
1.000 79.45
0.618 78.73
HIGH 77.57
0.618 76.85
0.500 76.63
0.382 76.41
LOW 75.69
0.618 74.53
1.000 73.81
1.618 72.65
2.618 70.77
4.250 67.70
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 77.12 77.03
PP 76.88 76.68
S1 76.63 76.34

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.