NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 77.42 79.19 1.77 2.3% 76.67
High 79.35 81.12 1.77 2.2% 78.34
Low 76.90 78.84 1.94 2.5% 75.10
Close 79.09 80.95 1.86 2.4% 77.65
Range 2.45 2.28 -0.17 -6.9% 3.24
ATR 1.91 1.94 0.03 1.4% 0.00
Volume 148,842 179,476 30,634 20.6% 723,840
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.14 86.33 82.20
R3 84.86 84.05 81.58
R2 82.58 82.58 81.37
R1 81.77 81.77 81.16 82.18
PP 80.30 80.30 80.30 80.51
S1 79.49 79.49 80.74 79.90
S2 78.02 78.02 80.53
S3 75.74 77.21 80.32
S4 73.46 74.93 79.70
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 81.12 76.05 5.07 6.3% 1.98 2.5% 97% True False 158,686
10 81.12 75.10 6.02 7.4% 2.01 2.5% 97% True False 147,413
20 81.12 75.10 6.02 7.4% 1.89 2.3% 97% True False 139,255
40 84.28 72.35 11.93 14.7% 1.91 2.4% 72% False False 109,416
60 84.45 72.35 12.10 14.9% 1.94 2.4% 71% False False 87,304
80 84.45 72.35 12.10 14.9% 2.00 2.5% 71% False False 75,868
100 86.52 71.50 15.02 18.6% 2.14 2.6% 63% False False 71,867
120 93.55 71.50 22.05 27.2% 2.13 2.6% 43% False False 69,768
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.81
2.618 87.09
1.618 84.81
1.000 83.40
0.618 82.53
HIGH 81.12
0.618 80.25
0.500 79.98
0.382 79.71
LOW 78.84
0.618 77.43
1.000 76.56
1.618 75.15
2.618 72.87
4.250 69.15
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 80.63 80.26
PP 80.30 79.56
S1 79.98 78.87

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.