NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 75.34 77.62 2.28 3.0% 75.26
High 77.55 77.80 0.25 0.3% 77.55
Low 74.51 76.58 2.07 2.8% 72.35
Close 77.30 77.17 -0.13 -0.2% 77.30
Range 3.04 1.22 -1.82 -59.9% 5.20
ATR 1.99 1.94 -0.06 -2.8% 0.00
Volume 129,091 152,689 23,598 18.3% 369,423
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.84 80.23 77.84
R3 79.62 79.01 77.51
R2 78.40 78.40 77.39
R1 77.79 77.79 77.28 77.49
PP 77.18 77.18 77.18 77.03
S1 76.57 76.57 77.06 76.27
S2 75.96 75.96 76.95
S3 74.74 75.35 76.83
S4 73.52 74.13 76.50
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 91.33 89.52 80.16
R3 86.13 84.32 78.73
R2 80.93 80.93 78.25
R1 79.12 79.12 77.78 80.03
PP 75.73 75.73 75.73 76.19
S1 73.92 73.92 76.82 74.83
S2 70.53 70.53 76.35
S3 65.33 68.72 75.87
S4 60.13 63.52 74.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.80 72.35 5.45 7.1% 1.90 2.5% 88% True False 94,767
10 78.59 72.35 6.24 8.1% 1.84 2.4% 77% False False 83,565
20 84.45 72.35 12.10 15.7% 1.82 2.4% 40% False False 75,033
40 84.45 72.35 12.10 15.7% 1.98 2.6% 40% False False 57,577
60 84.45 72.35 12.10 15.7% 2.01 2.6% 40% False False 52,863
80 86.52 71.50 15.02 19.5% 2.20 2.9% 38% False False 54,049
100 93.55 71.50 22.05 28.6% 2.16 2.8% 26% False False 54,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.39
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 82.99
2.618 80.99
1.618 79.77
1.000 79.02
0.618 78.55
HIGH 77.80
0.618 77.33
0.500 77.19
0.382 77.05
LOW 76.58
0.618 75.83
1.000 75.36
1.618 74.61
2.618 73.39
4.250 71.40
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 77.19 76.77
PP 77.18 76.37
S1 77.18 75.97

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.