NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 77.66 79.47 1.81 2.3% 74.76
High 79.67 80.31 0.64 0.8% 78.90
Low 77.11 78.89 1.78 2.3% 74.24
Close 79.61 79.33 -0.28 -0.4% 78.65
Range 2.56 1.42 -1.14 -44.5% 4.66
ATR 1.88 1.85 -0.03 -1.8% 0.00
Volume 5,176 6,300 1,124 21.7% 23,465
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.77 82.97 80.11
R3 82.35 81.55 79.72
R2 80.93 80.93 79.59
R1 80.13 80.13 79.46 79.82
PP 79.51 79.51 79.51 79.36
S1 78.71 78.71 79.20 78.40
S2 78.09 78.09 79.07
S3 76.67 77.29 78.94
S4 75.25 75.87 78.55
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 91.24 89.61 81.21
R3 86.58 84.95 79.93
R2 81.92 81.92 79.50
R1 80.29 80.29 79.08 81.11
PP 77.26 77.26 77.26 77.67
S1 75.63 75.63 78.22 76.45
S2 72.60 72.60 77.80
S3 67.94 70.97 77.37
S4 63.28 66.31 76.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.31 77.11 3.20 4.0% 1.60 2.0% 69% True False 6,131
10 80.31 74.02 6.29 7.9% 1.86 2.3% 84% True False 5,704
20 83.00 74.02 8.98 11.3% 1.67 2.1% 59% False False 5,106
40 83.00 72.06 10.94 13.8% 1.78 2.2% 66% False False 5,212
60 93.29 72.06 21.23 26.8% 1.73 2.2% 34% False False 5,069
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.35
2.618 84.03
1.618 82.61
1.000 81.73
0.618 81.19
HIGH 80.31
0.618 79.77
0.500 79.60
0.382 79.43
LOW 78.89
0.618 78.01
1.000 77.47
1.618 76.59
2.618 75.17
4.250 72.86
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 79.60 79.12
PP 79.51 78.92
S1 79.42 78.71

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.