NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 83.43 84.02 0.59 0.7% 77.57
High 84.87 85.08 0.21 0.2% 82.59
Low 83.11 81.77 -1.34 -1.6% 76.51
Close 83.99 82.38 -1.61 -1.9% 82.50
Range 1.76 3.31 1.55 88.1% 6.08
ATR 1.89 1.99 0.10 5.3% 0.00
Volume 223,945 191,760 -32,185 -14.4% 832,839
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 93.01 91.00 84.20
R3 89.70 87.69 83.29
R2 86.39 86.39 82.99
R1 84.38 84.38 82.68 83.73
PP 83.08 83.08 83.08 82.75
S1 81.07 81.07 82.08 80.42
S2 79.77 79.77 81.77
S3 76.46 77.76 81.47
S4 73.15 74.45 80.56
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 98.77 96.72 85.84
R3 92.69 90.64 84.17
R2 86.61 86.61 83.61
R1 84.56 84.56 83.06 85.59
PP 80.53 80.53 80.53 81.05
S1 78.48 78.48 81.94 79.51
S2 74.45 74.45 81.39
S3 68.37 72.40 80.83
S4 62.29 66.32 79.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.08 80.64 4.44 5.4% 2.07 2.5% 39% True False 200,419
10 85.08 76.05 9.03 11.0% 2.03 2.5% 70% True False 179,552
20 85.08 75.10 9.98 12.1% 1.90 2.3% 73% True False 160,416
40 85.08 72.35 12.73 15.5% 1.93 2.3% 79% True False 127,090
60 85.08 72.35 12.73 15.5% 1.95 2.4% 79% True False 101,070
80 85.08 72.35 12.73 15.5% 1.99 2.4% 79% True False 85,668
100 85.08 71.50 13.58 16.5% 2.11 2.6% 80% True False 79,381
120 93.55 71.50 22.05 26.8% 2.15 2.6% 49% False False 75,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 99.15
2.618 93.75
1.618 90.44
1.000 88.39
0.618 87.13
HIGH 85.08
0.618 83.82
0.500 83.43
0.382 83.03
LOW 81.77
0.618 79.72
1.000 78.46
1.618 76.41
2.618 73.10
4.250 67.70
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 83.43 83.43
PP 83.08 83.08
S1 82.73 82.73

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.