NYMEX Light Sweet Crude Oil Future February 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 79.08 79.69 0.61 0.8% 79.61
High 80.48 79.70 -0.78 -1.0% 80.52
Low 78.79 78.45 -0.34 -0.4% 77.75
Close 79.08 79.69 0.61 0.8% 79.69
Range 1.69 1.25 -0.44 -26.0% 2.77
ATR 1.71 1.67 -0.03 -1.9% 0.00
Volume 17,458 10,322 -7,136 -40.9% 52,016
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.03 82.61 80.38
R3 81.78 81.36 80.03
R2 80.53 80.53 79.92
R1 80.11 80.11 79.80 80.32
PP 79.28 79.28 79.28 79.38
S1 78.86 78.86 79.58 79.07
S2 78.03 78.03 79.46
S3 76.78 77.61 79.35
S4 75.53 76.36 79.00
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.63 86.43 81.21
R3 84.86 83.66 80.45
R2 82.09 82.09 80.20
R1 80.89 80.89 79.94 81.49
PP 79.32 79.32 79.32 79.62
S1 78.12 78.12 79.44 78.72
S2 76.55 76.55 79.18
S3 73.78 75.35 78.93
S4 71.01 72.58 78.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.52 77.61 2.91 3.7% 1.70 2.1% 71% False False 12,176
10 80.52 76.29 4.23 5.3% 1.79 2.2% 80% False False 13,569
20 80.52 73.76 6.76 8.5% 1.58 2.0% 88% False False 9,964
40 85.34 73.76 11.58 14.5% 1.47 1.8% 51% False False 7,372
60 85.34 73.76 11.58 14.5% 1.33 1.7% 51% False False 5,631
80 85.34 72.76 12.58 15.8% 1.29 1.6% 55% False False 4,972
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 85.01
2.618 82.97
1.618 81.72
1.000 80.95
0.618 80.47
HIGH 79.70
0.618 79.22
0.500 79.08
0.382 78.93
LOW 78.45
0.618 77.68
1.000 77.20
1.618 76.43
2.618 75.18
4.250 73.14
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 79.49 79.62
PP 79.28 79.55
S1 79.08 79.49

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.