NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 75.26 74.35 -0.91 -1.2% 77.18
High 75.87 74.45 -1.42 -1.9% 78.59
Low 74.16 72.95 -1.21 -1.6% 74.85
Close 74.50 73.22 -1.28 -1.7% 75.22
Range 1.71 1.50 -0.21 -12.3% 3.74
ATR 1.94 1.91 -0.03 -1.4% 0.00
Volume 48,275 45,962 -2,313 -4.8% 373,500
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 78.04 77.13 74.05
R3 76.54 75.63 73.63
R2 75.04 75.04 73.50
R1 74.13 74.13 73.36 73.84
PP 73.54 73.54 73.54 73.39
S1 72.63 72.63 73.08 72.34
S2 72.04 72.04 72.95
S3 70.54 71.13 72.81
S4 69.04 69.63 72.40
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.44 85.07 77.28
R3 83.70 81.33 76.25
R2 79.96 79.96 75.91
R1 77.59 77.59 75.56 76.91
PP 76.22 76.22 76.22 75.88
S1 73.85 73.85 74.88 73.17
S2 72.48 72.48 74.53
S3 68.74 70.11 74.19
S4 65.00 66.37 73.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.99 72.95 5.04 6.9% 1.71 2.3% 5% False True 72,500
10 82.10 72.95 9.15 12.5% 1.87 2.5% 3% False True 70,452
20 84.45 72.95 11.50 15.7% 1.88 2.6% 2% False True 63,929
40 84.45 72.95 11.50 15.7% 2.04 2.8% 2% False True 51,334
60 84.45 72.95 11.50 15.7% 2.09 2.9% 2% False True 49,159
80 93.55 71.50 22.05 30.1% 2.29 3.1% 8% False False 51,634
100 93.55 71.50 22.05 30.1% 2.13 2.9% 8% False False 52,332
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 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 80.83
2.618 78.38
1.618 76.88
1.000 75.95
0.618 75.38
HIGH 74.45
0.618 73.88
0.500 73.70
0.382 73.52
LOW 72.95
0.618 72.02
1.000 71.45
1.618 70.52
2.618 69.02
4.250 66.58
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 73.70 74.66
PP 73.54 74.18
S1 73.38 73.70

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.