NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 77.18 77.42 0.24 0.3% 76.67
High 78.24 79.35 1.11 1.4% 78.34
Low 76.61 76.90 0.29 0.4% 75.10
Close 77.41 79.09 1.68 2.2% 77.65
Range 1.63 2.45 0.82 50.3% 3.24
ATR 1.87 1.91 0.04 2.2% 0.00
Volume 143,126 148,842 5,716 4.0% 723,840
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.80 84.89 80.44
R3 83.35 82.44 79.76
R2 80.90 80.90 79.54
R1 79.99 79.99 79.31 80.45
PP 78.45 78.45 78.45 78.67
S1 77.54 77.54 78.87 78.00
S2 76.00 76.00 78.64
S3 73.55 75.09 78.42
S4 71.10 72.64 77.74
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.75 85.44 79.43
R3 83.51 82.20 78.54
R2 80.27 80.27 78.24
R1 78.96 78.96 77.95 79.62
PP 77.03 77.03 77.03 77.36
S1 75.72 75.72 77.35 76.38
S2 73.79 73.79 77.06
S3 70.55 72.48 76.76
S4 67.31 69.24 75.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.35 75.10 4.25 5.4% 1.90 2.4% 94% True False 160,118
10 79.35 75.10 4.25 5.4% 1.95 2.5% 94% True False 144,865
20 79.75 74.82 4.93 6.2% 1.89 2.4% 87% False False 136,871
40 84.45 72.35 12.10 15.3% 1.89 2.4% 56% False False 106,377
60 84.45 72.35 12.10 15.3% 1.95 2.5% 56% False False 84,967
80 84.45 72.35 12.10 15.3% 1.99 2.5% 56% False False 74,207
100 86.52 71.50 15.02 19.0% 2.14 2.7% 51% False False 70,678
120 93.55 71.50 22.05 27.9% 2.12 2.7% 34% False False 68,832
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 89.76
2.618 85.76
1.618 83.31
1.000 81.80
0.618 80.86
HIGH 79.35
0.618 78.41
0.500 78.13
0.382 77.84
LOW 76.90
0.618 75.39
1.000 74.45
1.618 72.94
2.618 70.49
4.250 66.49
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 78.77 78.70
PP 78.45 78.32
S1 78.13 77.93

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.