NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 79.34 78.53 -0.81 -1.0% 78.95
High 79.43 79.36 -0.07 -0.1% 80.50
Low 77.92 77.20 -0.72 -0.9% 77.20
Close 78.33 78.08 -0.25 -0.3% 78.08
Range 1.51 2.16 0.65 43.0% 3.30
ATR 1.74 1.77 0.03 1.7% 0.00
Volume 47,868 44,951 -2,917 -6.1% 247,956
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.69 83.55 79.27
R3 82.53 81.39 78.67
R2 80.37 80.37 78.48
R1 79.23 79.23 78.28 78.72
PP 78.21 78.21 78.21 77.96
S1 77.07 77.07 77.88 76.56
S2 76.05 76.05 77.68
S3 73.89 74.91 77.49
S4 71.73 72.75 76.89
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.49 86.59 79.90
R3 85.19 83.29 78.99
R2 81.89 81.89 78.69
R1 79.99 79.99 78.38 79.29
PP 78.59 78.59 78.59 78.25
S1 76.69 76.69 77.78 75.99
S2 75.29 75.29 77.48
S3 71.99 73.39 77.17
S4 68.69 70.09 76.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.50 77.20 3.30 4.2% 1.49 1.9% 27% False True 49,591
10 80.50 76.67 3.83 4.9% 1.74 2.2% 37% False False 40,575
20 80.50 73.12 7.38 9.5% 1.80 2.3% 67% False False 32,521
40 84.73 73.12 11.61 14.9% 1.70 2.2% 43% False False 21,488
60 84.73 73.12 11.61 14.9% 1.72 2.2% 43% False False 16,193
80 84.73 73.12 11.61 14.9% 1.72 2.2% 43% False False 13,344
100 93.29 72.06 21.23 27.2% 1.78 2.3% 28% False False 11,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 88.54
2.618 85.01
1.618 82.85
1.000 81.52
0.618 80.69
HIGH 79.36
0.618 78.53
0.500 78.28
0.382 78.03
LOW 77.20
0.618 75.87
1.000 75.04
1.618 73.71
2.618 71.55
4.250 68.02
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 78.28 78.51
PP 78.21 78.37
S1 78.15 78.22

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.