NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 77.90 79.66 1.76 2.3% 75.39
High 80.03 79.92 -0.11 -0.1% 80.03
Low 77.73 77.98 0.25 0.3% 74.48
Close 79.55 78.64 -0.91 -1.1% 78.64
Range 2.30 1.94 -0.36 -15.7% 5.55
ATR 2.60 2.55 -0.05 -1.8% 0.00
Volume 51,881 42,894 -8,987 -17.3% 255,977
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.67 83.59 79.71
R3 82.73 81.65 79.17
R2 80.79 80.79 79.00
R1 79.71 79.71 78.82 79.28
PP 78.85 78.85 78.85 78.63
S1 77.77 77.77 78.46 77.34
S2 76.91 76.91 78.28
S3 74.97 75.83 78.11
S4 73.03 73.89 77.57
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 94.37 92.05 81.69
R3 88.82 86.50 80.17
R2 83.27 83.27 79.66
R1 80.95 80.95 79.15 82.11
PP 77.72 77.72 77.72 78.30
S1 75.40 75.40 78.13 76.56
S2 72.17 72.17 77.62
S3 66.62 69.85 77.11
S4 61.07 64.30 75.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.03 74.48 5.55 7.1% 2.14 2.7% 75% False False 51,195
10 80.18 74.48 5.70 7.2% 2.58 3.3% 73% False False 51,269
20 84.59 71.50 13.09 16.6% 2.74 3.5% 55% False False 56,219
40 93.55 71.50 22.05 28.0% 2.48 3.2% 32% False False 55,623
60 93.55 71.50 22.05 28.0% 2.14 2.7% 32% False False 51,643
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.17
2.618 85.00
1.618 83.06
1.000 81.86
0.618 81.12
HIGH 79.92
0.618 79.18
0.500 78.95
0.382 78.72
LOW 77.98
0.618 76.78
1.000 76.04
1.618 74.84
2.618 72.90
4.250 69.74
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 78.95 78.41
PP 78.85 78.19
S1 78.74 77.96

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.