NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 77.50 77.05 -0.45 -0.6% 82.49
High 77.64 77.99 0.35 0.5% 83.37
Low 75.99 75.82 -0.17 -0.2% 76.58
Close 77.30 76.15 -1.15 -1.5% 76.94
Range 1.65 2.17 0.52 31.5% 6.79
ATR 1.98 2.00 0.01 0.7% 0.00
Volume 120,895 87,546 -33,349 -27.6% 367,791
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.16 81.83 77.34
R3 80.99 79.66 76.75
R2 78.82 78.82 76.55
R1 77.49 77.49 76.35 77.07
PP 76.65 76.65 76.65 76.45
S1 75.32 75.32 75.95 74.90
S2 74.48 74.48 75.75
S3 72.31 73.15 75.55
S4 70.14 70.98 74.96
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 99.33 94.93 80.67
R3 92.54 88.14 78.81
R2 85.75 85.75 78.18
R1 81.35 81.35 77.56 80.16
PP 78.96 78.96 78.96 78.37
S1 74.56 74.56 76.32 73.37
S2 72.17 72.17 75.70
S3 65.38 67.77 75.07
S4 58.59 60.98 73.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.59 75.82 2.77 3.6% 1.68 2.2% 12% False True 84,160
10 84.28 75.82 8.46 11.1% 2.00 2.6% 4% False True 73,472
20 84.45 75.82 8.63 11.3% 1.90 2.5% 4% False True 62,029
40 84.45 73.15 11.30 14.8% 2.06 2.7% 27% False False 50,771
60 84.45 73.15 11.30 14.8% 2.16 2.8% 27% False False 49,418
80 93.55 71.50 22.05 29.0% 2.29 3.0% 21% False False 52,005
100 93.55 71.50 22.05 29.0% 2.13 2.8% 21% False False 51,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.21
2.618 83.67
1.618 81.50
1.000 80.16
0.618 79.33
HIGH 77.99
0.618 77.16
0.500 76.91
0.382 76.65
LOW 75.82
0.618 74.48
1.000 73.65
1.618 72.31
2.618 70.14
4.250 66.60
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 76.91 77.21
PP 76.65 76.85
S1 76.40 76.50

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.