NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 81.38 82.95 1.57 1.9% 82.95
High 83.28 83.20 -0.08 -0.1% 84.12
Low 80.35 79.25 -1.10 -1.4% 80.75
Close 83.08 79.49 -3.59 -4.3% 81.25
Range 2.93 3.95 1.02 34.8% 3.37
ATR 2.13 2.26 0.13 6.1% 0.00
Volume 209,383 124,018 -85,365 -40.8% 1,395,748
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 92.50 89.94 81.66
R3 88.55 85.99 80.58
R2 84.60 84.60 80.21
R1 82.04 82.04 79.85 81.35
PP 80.65 80.65 80.65 80.30
S1 78.09 78.09 79.13 77.40
S2 76.70 76.70 78.77
S3 72.75 74.14 78.40
S4 68.80 70.19 77.32
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 92.15 90.07 83.10
R3 88.78 86.70 82.18
R2 85.41 85.41 81.87
R1 83.33 83.33 81.56 82.69
PP 82.04 82.04 82.04 81.72
S1 79.96 79.96 80.94 79.32
S2 78.67 78.67 80.63
S3 75.30 76.59 80.32
S4 71.93 73.22 79.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.12 79.25 4.87 6.1% 2.63 3.3% 5% False True 246,360
10 84.43 79.25 5.18 6.5% 2.43 3.1% 5% False True 284,780
20 84.43 73.58 10.85 13.6% 2.22 2.8% 54% False False 301,444
40 84.43 71.49 12.94 16.3% 2.11 2.7% 62% False False 243,054
60 84.43 71.49 12.94 16.3% 2.06 2.6% 62% False False 179,254
80 84.43 71.49 12.94 16.3% 2.06 2.6% 62% False False 138,404
100 84.43 71.49 12.94 16.3% 2.06 2.6% 62% False False 113,235
120 93.14 70.96 22.18 27.9% 2.13 2.7% 38% False False 96,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 99.99
2.618 93.54
1.618 89.59
1.000 87.15
0.618 85.64
HIGH 83.20
0.618 81.69
0.500 81.23
0.382 80.76
LOW 79.25
0.618 76.81
1.000 75.30
1.618 72.86
2.618 68.91
4.250 62.46
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 81.23 81.29
PP 80.65 80.69
S1 80.07 80.09

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.