NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 78.58 80.79 2.21 2.8% 75.39
High 80.68 81.77 1.09 1.4% 80.03
Low 78.51 79.99 1.48 1.9% 74.48
Close 80.56 81.40 0.84 1.0% 78.64
Range 2.17 1.78 -0.39 -18.0% 5.55
ATR 2.49 2.43 -0.05 -2.0% 0.00
Volume 32,523 34,350 1,827 5.6% 255,977
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.39 85.68 82.38
R3 84.61 83.90 81.89
R2 82.83 82.83 81.73
R1 82.12 82.12 81.56 82.48
PP 81.05 81.05 81.05 81.23
S1 80.34 80.34 81.24 80.70
S2 79.27 79.27 81.07
S3 77.49 78.56 80.91
S4 75.71 76.78 80.42
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 81.77 77.73 4.04 5.0% 2.03 2.5% 91% True False 40,077
10 81.77 74.48 7.29 9.0% 2.29 2.8% 95% True False 48,263
20 81.77 71.50 10.27 12.6% 2.52 3.1% 96% True False 52,795
40 93.55 71.50 22.05 27.1% 2.49 3.1% 45% False False 54,484
60 93.55 71.50 22.05 27.1% 2.14 2.6% 45% False False 51,859
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.34
2.618 86.43
1.618 84.65
1.000 83.55
0.618 82.87
HIGH 81.77
0.618 81.09
0.500 80.88
0.382 80.67
LOW 79.99
0.618 78.89
1.000 78.21
1.618 77.11
2.618 75.33
4.250 72.43
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 81.23 80.95
PP 81.05 80.50
S1 80.88 80.05

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.