NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 78.85 78.12 -0.73 -0.9% 78.12
High 78.92 79.17 0.25 0.3% 79.62
Low 77.36 77.54 0.18 0.2% 76.41
Close 78.35 78.40 0.05 0.1% 78.62
Range 1.56 1.63 0.07 4.5% 3.21
ATR 1.78 1.77 -0.01 -0.6% 0.00
Volume 54,708 52,726 -1,982 -3.6% 264,303
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.26 82.46 79.30
R3 81.63 80.83 78.85
R2 80.00 80.00 78.70
R1 79.20 79.20 78.55 79.60
PP 78.37 78.37 78.37 78.57
S1 77.57 77.57 78.25 77.97
S2 76.74 76.74 78.10
S3 75.11 75.94 77.95
S4 73.48 74.31 77.50
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.85 86.44 80.39
R3 84.64 83.23 79.50
R2 81.43 81.43 79.21
R1 80.02 80.02 78.91 80.73
PP 78.22 78.22 78.22 78.57
S1 76.81 76.81 78.33 77.52
S2 75.01 75.01 78.03
S3 71.80 73.60 77.74
S4 68.59 70.39 76.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.17 76.41 2.76 3.5% 1.70 2.2% 72% True False 58,539
10 79.82 76.41 3.41 4.3% 1.73 2.2% 58% False False 50,547
20 80.50 75.74 4.76 6.1% 1.82 2.3% 56% False False 43,919
40 84.73 73.12 11.61 14.8% 1.70 2.2% 45% False False 29,410
60 84.73 73.12 11.61 14.8% 1.73 2.2% 45% False False 21,802
80 84.73 73.12 11.61 14.8% 1.69 2.2% 45% False False 17,579
100 86.81 72.06 14.75 18.8% 1.77 2.3% 43% False False 15,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.10
2.618 83.44
1.618 81.81
1.000 80.80
0.618 80.18
HIGH 79.17
0.618 78.55
0.500 78.36
0.382 78.16
LOW 77.54
0.618 76.53
1.000 75.91
1.618 74.90
2.618 73.27
4.250 70.61
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 78.39 78.34
PP 78.37 78.27
S1 78.36 78.21

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.