NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 76.75 76.58 -0.17 -0.2% 76.92
High 77.31 79.03 1.72 2.2% 79.03
Low 76.24 76.29 0.05 0.1% 73.76
Close 76.75 78.84 2.09 2.7% 78.84
Range 1.07 2.74 1.67 156.1% 5.27
ATR 1.58 1.66 0.08 5.2% 0.00
Volume 6,655 16,118 9,463 142.2% 41,697
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.27 85.30 80.35
R3 83.53 82.56 79.59
R2 80.79 80.79 79.34
R1 79.82 79.82 79.09 80.31
PP 78.05 78.05 78.05 78.30
S1 77.08 77.08 78.59 77.57
S2 75.31 75.31 78.34
S3 72.57 74.34 78.09
S4 69.83 71.60 77.33
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.02 91.20 81.74
R3 87.75 85.93 80.29
R2 82.48 82.48 79.81
R1 80.66 80.66 79.32 81.57
PP 77.21 77.21 77.21 77.67
S1 75.39 75.39 78.36 76.30
S2 71.94 71.94 77.87
S3 66.67 70.12 77.39
S4 61.40 64.85 75.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.03 73.76 5.27 6.7% 1.67 2.1% 96% True False 8,339
10 79.57 73.76 5.81 7.4% 1.50 1.9% 87% False False 7,220
20 85.34 73.76 11.58 14.7% 1.45 1.8% 44% False False 6,470
40 85.34 73.76 11.58 14.7% 1.37 1.7% 44% False False 4,909
60 85.34 73.76 11.58 14.7% 1.28 1.6% 44% False False 4,128
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 0.32
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 90.68
2.618 86.20
1.618 83.46
1.000 81.77
0.618 80.72
HIGH 79.03
0.618 77.98
0.500 77.66
0.382 77.34
LOW 76.29
0.618 74.60
1.000 73.55
1.618 71.86
2.618 69.12
4.250 64.65
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 78.45 78.03
PP 78.05 77.21
S1 77.66 76.40

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.