NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 83.05 80.87 -2.18 -2.6% 81.75
High 83.38 82.30 -1.08 -1.3% 85.34
Low 82.39 80.63 -1.76 -2.1% 81.75
Close 83.05 80.87 -2.18 -2.6% 83.40
Range 0.99 1.67 0.68 68.7% 3.59
ATR 1.49 1.56 0.07 4.4% 0.00
Volume 8,580 5,146 -3,434 -40.0% 24,765
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.28 85.24 81.79
R3 84.61 83.57 81.33
R2 82.94 82.94 81.18
R1 81.90 81.90 81.02 81.71
PP 81.27 81.27 81.27 81.17
S1 80.23 80.23 80.72 80.04
S2 79.60 79.60 80.56
S3 77.93 78.56 80.41
S4 76.26 76.89 79.95
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 94.27 92.42 85.37
R3 90.68 88.83 84.39
R2 87.09 87.09 84.06
R1 85.24 85.24 83.73 86.17
PP 83.50 83.50 83.50 83.96
S1 81.65 81.65 83.07 82.58
S2 79.91 79.91 82.74
S3 76.32 78.06 82.41
S4 72.73 74.47 81.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.56 80.63 3.93 4.9% 1.09 1.3% 6% False True 6,385
10 85.34 79.18 6.16 7.6% 1.35 1.7% 27% False False 5,701
20 85.34 78.00 7.34 9.1% 1.32 1.6% 39% False False 4,611
40 85.34 74.37 10.97 13.6% 1.16 1.4% 59% False False 3,387
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 0.25
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.40
2.618 86.67
1.618 85.00
1.000 83.97
0.618 83.33
HIGH 82.30
0.618 81.66
0.500 81.47
0.382 81.27
LOW 80.63
0.618 79.60
1.000 78.96
1.618 77.93
2.618 76.26
4.250 73.53
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 81.47 82.47
PP 81.27 81.93
S1 81.07 81.40

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.