NYMEX Light Sweet Crude Oil Future November 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 74.82 76.20 1.38 1.8% 77.40
High 76.77 76.37 -0.40 -0.5% 78.86
Low 74.58 74.67 0.09 0.1% 74.10
Close 76.19 74.97 -1.22 -1.6% 74.92
Range 2.19 1.70 -0.49 -22.4% 4.76
ATR 2.00 1.98 -0.02 -1.1% 0.00
Volume 276,903 300,714 23,811 8.6% 1,184,120
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 80.44 79.40 75.91
R3 78.74 77.70 75.44
R2 77.04 77.04 75.28
R1 76.00 76.00 75.13 75.67
PP 75.34 75.34 75.34 75.17
S1 74.30 74.30 74.81 73.97
S2 73.64 73.64 74.66
S3 71.94 72.60 74.50
S4 70.24 70.90 74.04
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 90.24 87.34 77.54
R3 85.48 82.58 76.23
R2 80.72 80.72 75.79
R1 77.82 77.82 75.36 76.89
PP 75.96 75.96 75.96 75.50
S1 73.06 73.06 74.48 72.13
S2 71.20 71.20 74.05
S3 66.44 68.30 73.61
S4 61.68 63.54 72.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.66 74.10 3.56 4.7% 1.98 2.6% 24% False False 251,774
10 78.86 74.10 4.76 6.3% 1.87 2.5% 18% False False 230,723
20 78.86 71.49 7.37 9.8% 2.00 2.7% 47% False False 184,663
40 83.91 71.49 12.42 16.6% 1.97 2.6% 28% False False 118,158
60 83.91 71.49 12.42 16.6% 2.00 2.7% 28% False False 84,057
80 83.91 71.49 12.42 16.6% 2.01 2.7% 28% False False 66,183
100 93.14 70.96 22.18 29.6% 2.11 2.8% 18% False False 55,714
120 93.14 70.96 22.18 29.6% 1.95 2.6% 18% False False 48,118
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.60
2.618 80.82
1.618 79.12
1.000 78.07
0.618 77.42
HIGH 76.37
0.618 75.72
0.500 75.52
0.382 75.32
LOW 74.67
0.618 73.62
1.000 72.97
1.618 71.92
2.618 70.22
4.250 67.45
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 75.52 75.44
PP 75.34 75.28
S1 75.15 75.13

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.