NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 79.37 77.58 -1.79 -2.3% 78.04
High 79.74 79.21 -0.53 -0.7% 79.74
Low 77.92 77.49 -0.43 -0.6% 76.67
Close 78.27 79.00 0.73 0.9% 79.00
Range 1.82 1.72 -0.10 -5.5% 3.07
ATR 1.89 1.88 -0.01 -0.6% 0.00
Volume 31,274 31,508 234 0.7% 129,768
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.73 83.08 79.95
R3 82.01 81.36 79.47
R2 80.29 80.29 79.32
R1 79.64 79.64 79.16 79.97
PP 78.57 78.57 78.57 78.73
S1 77.92 77.92 78.84 78.25
S2 76.85 76.85 78.68
S3 75.13 76.20 78.53
S4 73.41 74.48 78.05
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.68 86.41 80.69
R3 84.61 83.34 79.84
R2 81.54 81.54 79.56
R1 80.27 80.27 79.28 80.91
PP 78.47 78.47 78.47 78.79
S1 77.20 77.20 78.72 77.84
S2 75.40 75.40 78.44
S3 72.33 74.13 78.16
S4 69.26 71.06 77.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.74 76.67 3.07 3.9% 1.99 2.5% 76% False False 31,558
10 79.74 75.52 4.22 5.3% 2.04 2.6% 82% False False 32,595
20 79.74 73.12 6.62 8.4% 1.81 2.3% 89% False False 24,065
40 84.73 73.12 11.61 14.7% 1.73 2.2% 51% False False 16,059
60 84.73 73.12 11.61 14.7% 1.72 2.2% 51% False False 12,462
80 84.73 72.06 12.67 16.0% 1.75 2.2% 55% False False 10,645
100 93.29 72.06 21.23 26.9% 1.74 2.2% 33% False False 9,493
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.52
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.52
2.618 83.71
1.618 81.99
1.000 80.93
0.618 80.27
HIGH 79.21
0.618 78.55
0.500 78.35
0.382 78.15
LOW 77.49
0.618 76.43
1.000 75.77
1.618 74.71
2.618 72.99
4.250 70.18
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 78.78 78.87
PP 78.57 78.74
S1 78.35 78.62

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.