NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 76.81 78.69 1.88 2.4% 75.69
High 78.87 79.80 0.93 1.2% 79.80
Low 76.81 78.00 1.19 1.5% 72.06
Close 78.87 78.69 -0.18 -0.2% 78.69
Range 2.06 1.80 -0.26 -12.6% 7.74
ATR 2.14 2.12 -0.02 -1.1% 0.00
Volume 5,079 3,656 -1,423 -28.0% 27,201
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 84.23 83.26 79.68
R3 82.43 81.46 79.19
R2 80.63 80.63 79.02
R1 79.66 79.66 78.86 79.59
PP 78.83 78.83 78.83 78.80
S1 77.86 77.86 78.53 77.79
S2 77.03 77.03 78.36
S3 75.23 76.06 78.20
S4 73.43 74.26 77.70
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 100.07 97.12 82.95
R3 92.33 89.38 80.82
R2 84.59 84.59 80.11
R1 81.64 81.64 79.40 83.12
PP 76.85 76.85 76.85 77.59
S1 73.90 73.90 77.98 75.38
S2 69.11 69.11 77.27
S3 61.37 66.16 76.56
S4 53.63 58.42 74.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.80 72.06 7.74 9.8% 1.65 2.1% 86% True False 5,440
10 81.03 72.06 8.97 11.4% 1.98 2.5% 74% False False 5,737
20 93.29 72.06 21.23 27.0% 2.13 2.7% 31% False False 5,494
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.45
2.618 84.51
1.618 82.71
1.000 81.60
0.618 80.91
HIGH 79.80
0.618 79.11
0.500 78.90
0.382 78.69
LOW 78.00
0.618 76.89
1.000 76.20
1.618 75.09
2.618 73.29
4.250 70.35
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 78.90 78.19
PP 78.83 77.68
S1 78.76 77.18

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.