NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 78.97 78.20 -0.77 -1.0% 74.80
High 79.57 79.58 0.01 0.0% 79.57
Low 77.13 75.92 -1.21 -1.6% 71.50
Close 78.24 77.15 -1.09 -1.4% 78.24
Range 2.44 3.66 1.22 50.0% 8.07
ATR 2.59 2.67 0.08 3.0% 0.00
Volume 51,046 41,005 -10,041 -19.7% 268,450
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.53 86.50 79.16
R3 84.87 82.84 78.16
R2 81.21 81.21 77.82
R1 79.18 79.18 77.49 78.37
PP 77.55 77.55 77.55 77.14
S1 75.52 75.52 76.81 74.71
S2 73.89 73.89 76.48
S3 70.23 71.86 76.14
S4 66.57 68.20 75.14
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 100.65 97.51 82.68
R3 92.58 89.44 80.46
R2 84.51 84.51 79.72
R1 81.37 81.37 78.98 82.94
PP 76.44 76.44 76.44 77.22
S1 73.30 73.30 77.50 74.87
S2 68.37 68.37 76.76
S3 60.30 65.23 76.02
S4 52.23 57.16 73.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.58 71.50 8.08 10.5% 3.03 3.9% 70% True False 48,539
10 79.60 71.50 8.10 10.5% 2.76 3.6% 70% False False 59,280
20 93.08 71.50 21.58 28.0% 2.95 3.8% 26% False False 58,534
40 93.55 71.50 22.05 28.6% 2.24 2.9% 26% False False 57,284
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.14
2.618 89.16
1.618 85.50
1.000 83.24
0.618 81.84
HIGH 79.58
0.618 78.18
0.500 77.75
0.382 77.32
LOW 75.92
0.618 73.66
1.000 72.26
1.618 70.00
2.618 66.34
4.250 60.37
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 77.75 77.11
PP 77.55 77.08
S1 77.35 77.04

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.