NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 77.40 78.04 0.64 0.8% 75.60
High 78.78 78.86 0.08 0.1% 77.57
Low 77.40 77.28 -0.12 -0.2% 74.24
Close 78.03 77.83 -0.20 -0.3% 77.37
Range 1.38 1.58 0.20 14.5% 3.33
ATR 1.99 1.96 -0.03 -1.5% 0.00
Volume 295,531 207,335 -88,196 -29.8% 689,353
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.73 81.86 78.70
R3 81.15 80.28 78.26
R2 79.57 79.57 78.12
R1 78.70 78.70 77.97 78.35
PP 77.99 77.99 77.99 77.81
S1 77.12 77.12 77.69 76.77
S2 76.41 76.41 77.54
S3 74.83 75.54 77.40
S4 73.25 73.96 76.96
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 78.86 75.10 3.76 4.8% 1.77 2.3% 73% True False 209,672
10 78.86 73.08 5.78 7.4% 2.04 2.6% 82% True False 184,565
20 78.86 71.49 7.37 9.5% 1.96 2.5% 86% True False 139,906
40 83.91 71.49 12.42 16.0% 1.96 2.5% 51% False False 89,418
60 83.91 71.49 12.42 16.0% 2.00 2.6% 51% False False 64,058
80 83.91 70.96 12.95 16.6% 2.04 2.6% 53% False False 51,274
100 93.14 70.96 22.18 28.5% 2.07 2.7% 31% False False 43,633
120 93.14 70.96 22.18 28.5% 1.91 2.5% 31% False False 37,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.58
2.618 83.00
1.618 81.42
1.000 80.44
0.618 79.84
HIGH 78.86
0.618 78.26
0.500 78.07
0.382 77.88
LOW 77.28
0.618 76.30
1.000 75.70
1.618 74.72
2.618 73.14
4.250 70.57
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 78.07 77.65
PP 77.99 77.46
S1 77.91 77.28

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.